COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841)
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scientific article; zbMATH DE number 5509501
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | COGARCH as a continuous-time limit of GARCH(1,1) |
scientific article; zbMATH DE number 5509501 |
Statements
COGARCH as a continuous-time limit of GARCH(1,1) (English)
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19 February 2009
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generators
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0.8991613984107971
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0.8614472150802612
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0.8447734713554382
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0.8348077535629272
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0.8347916603088379
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