Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover? (Q5452760)
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scientific article; zbMATH DE number 5259628
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| English | Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover? |
scientific article; zbMATH DE number 5259628 |
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Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover? (English)
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4 April 2008
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0.8469836711883545
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0.8243063688278198
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0.8118906021118164
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