Closing the GARCH gap: Continuous time GARCH modeling (Q1126492): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q59319344, #quickstatements; #temporary_batch_1718112262472 |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0304-4076(95)01750-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1971139264 / rank | |||
Normal rank | |||
Latest revision as of 10:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closing the GARCH gap: Continuous time GARCH modeling |
scientific article |
Statements
Closing the GARCH gap: Continuous time GARCH modeling (English)
0 references
8 December 1996
0 references
jump-diffusions
0 references
continuous time modeling
0 references
GARCH processes in discrete time
0 references
0 references
0 references
