Continuous Time Approximations to GARCH and Stochastic Volatility Models (Q3646967): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_21 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W131803255 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 19:09, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Continuous Time Approximations to GARCH and Stochastic Volatility Models |
scientific article |
Statements
Continuous Time Approximations to GARCH and Stochastic Volatility Models (English)
0 references
27 November 2009
0 references