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

From MaRDI portal
Revision as of 02:18, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Closing the GARCH gap: Continuous time GARCH modeling
scientific article

    Statements

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

    Identifiers

    zbMATH DE Number
    955407
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1126492&oldid=26015484"
    Powered by MediaWiki