Extremes of supOU Processes

Keyphrases

• Autocorrelation 50%
• Convolution Equivalent Distributions 50%
• Extremal Behavior 50%
• Extremal Clusters 50%
• Levy 100%
• Long Memory 50%
• Long-range Dependence 50%
• OU Process 50%
• Regularly Varying 50%
• Stylized Facts 50%
• Volatility 50%
• Volatility Cluster 50%
• Volatility Modelling 50%

Mathematics

• Autocorrelation Function 50%
• Convolution 50%
• Distribution Equivalent 50%
• Extremal 100%
• Heavy Tail 50%
• Lévy Process 100%
• Range Dependence 50%
• Stylized Fact 50%

Economics, Econometrics and Finance

• Levy Process 66%
• Volatility 100%