Closing the GARCH gap: Continuous time GARCH modeling (Q1126492)

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Closing the GARCH gap: Continuous time GARCH modeling
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    Statements

    title
    Closing the GARCH gap: Continuous time GARCH modeling (English)
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    author
    Feike C. Drost
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    Bas J. M. Werker
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    publication date
    8 December 1996
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    zbMATH Keywords
    jump-diffusions
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    continuous time modeling
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    GARCH processes in discrete time
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    Identifiers

    zbMATH DE Number
    955407
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