GARCH modelling in continuous time for irregularly spaced...

Bernoulli 2008 / 05 Vol. 14; Iss. 2

GARCH modelling in continuous time for irregularly spaced time series data

ROSS A. MALLER, GERNOT MÜLLER and ALEX SZIMAYER
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Volume:
14
Language:
english
Journal:
Bernoulli
DOI:
10.2307/20680101
Date:
May, 2008
File:
PDF, 1.69 MB
english, 2008
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