ARCH models as diffusion approximations (Q2640240)

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ARCH models as diffusion approximations
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    Statements

    title
    ARCH models as diffusion approximations (English)
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    author
    Daniel B. Nelson
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    publication date
    1990
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    zbMATH Keywords
    convergence of stochastic difference equations
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    stochastic differential equations
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    diffusion approximations
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    Identifiers

    Mathematics Subject Classification ID
    60J70
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    60H99
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    62P20
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    zbMATH DE Number
    4186803
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    OpenAlex ID
    W1994177366
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