Closing the GARCH gap: Continuous time GARCH modeling (Q1126492): Difference between revisions

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Revision as of 15:13, 24 May 2024

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Closing the GARCH gap: Continuous time GARCH modeling
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    Closing the GARCH gap: Continuous time GARCH modeling (English)
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    8 December 1996
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    jump-diffusions
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    continuous time modeling
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    GARCH processes in discrete time
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