John A. Daniels

Identifiers

• name variant John A. Daniels 0.60 · backfill

Papers (6)

1. Long Memory and Financial Market Bubble Dynamics in Affine Stochastic Differential Equations with Average Functionals math.PR · 2013 · author #2
2. Exact Pathwise and Mean--Square Asymptotic Behaviour of Stochastic Affine Volterra and Functional Differential Equations math.CA · 2013 · author #2
3. On the Admissibility of Linear Stochastic Volterra Operators math.PR · 2012 · author #2
4. A Black--Scholes Model with Long Memory q-fin.PR · 2012 · author #2
5. Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to ARCH$(\infty)$ processes math.CA · 2012 · author #2
6. Long run behaviour of the autocovariance function of ARCH($\infty$) models math.CA · 2012 · author #2

Mentions

• 1310.2339 #2 · backfill · confidence 0.70 John A. Daniels
• 1310.2337 #2 · backfill · confidence 0.70 John A. Daniels
• 1210.6064 #2 · backfill · confidence 0.70 John A. Daniels
• 1202.5574 #2 · backfill · confidence 0.70 John A. Daniels
• 1202.5573 #2 · backfill · confidence 0.70 John A. Daniels
• 1202.5440 #2 · backfill · confidence 0.70 John A. Daniels

Frequent Coauthors

• John A. D. Appleby 6 shared papers
• David W. Reynolds 1 shared papers
• Katja Krol 1 shared papers