COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841)

From MaRDI portal
scientific article
Language Label Description Also known as
English
COGARCH as a continuous-time limit of GARCH(1,1)
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references