GARCH and irregularly spaced data (Q1929030)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | GARCH and irregularly spaced data |
scientific article |
Statements
GARCH and irregularly spaced data (English)
0 references
7 January 2013
0 references
volatility
0 references
continuous time model
0 references
exact discretization
0 references
0 references
0 references
0 references