![](/img/cover-not-exists.png)
Semi-Lévy driven continuous-time GARCH process
Mohammadi, M., Rezakhah, S., Modarresi, N.Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2020.124855
Date:
June, 2020
File:
PDF, 857 KB
2020