COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COGARCH as a continuous-time limit of GARCH(1,1) |
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COGARCH as a continuous-time limit of GARCH(1,1) (English)
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19 February 2009
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