Integration of CARMA processes and spot volatility...

Journal of Time Series Analysis 2013 / 03 Vol. 34; Iss. 2

Integration of CARMA processes and spot volatility modelling

Brockwell, Peter, Lindner, Alexander
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Volume:
34
Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12011
Date:
March, 2013
File:
PDF, 473 KB
english, 2013
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