COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841)

From MaRDI portal
Revision as of 21:42, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
COGARCH as a continuous-time limit of GARCH(1,1)
scientific article

    Statements

    title
    COGARCH as a continuous-time limit of GARCH(1,1) (English)
    0 references
    author
    Jan Kallsen
    0 references
    Bernhard Vesenmayer
    0 references
    publication date
    19 February 2009
    0 references
    Mathematics Subject Classification ID
    62M10
    0 references
    60F17
    0 references
    62P20
    0 references
    60J25
    0 references
    91B84
    0 references
    zbMATH DE Number
    5509501
    0 references
    zbMATH Keywords
    generators
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1001841&oldid=12992665"
    Powered by MediaWiki