Closing the GARCH gap: Continuous time GARCH modeling
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Publication:1126492
DOI10.1016/0304-4076(95)01750-XzbMATH Open0862.90044OpenAlexW1971139264WikidataQ59319344 ScholiaQ59319344MaRDI QIDQ1126492FDOQ1126492
Authors: Feike C. Drost, Bas J. M. Werker 
Publication date: 8 December 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(95)01750-x
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