Closing the GARCH gap: Continuous time GARCH modeling (Q1126492)
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scientific article; zbMATH DE number 955407
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| English | Closing the GARCH gap: Continuous time GARCH modeling |
scientific article; zbMATH DE number 955407 |
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Closing the GARCH gap: Continuous time GARCH modeling (English)
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8 December 1996
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jump-diffusions
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continuous time modeling
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GARCH processes in discrete time
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0.8577796816825867
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0.8431257605552673
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0.8372660279273987
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0.8361537456512451
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