A continuous time GARCH process of higher order
| Year of publication: |
2005
|
|---|---|
| Authors: | Brockwell, Peter J. ; Chadraa, Erdenebaatar ; Lindner, Alexander M. |
| Publisher: |
München : Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen |
| Series: | Discussion Paper ; 428 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 10.5282/ubm/epub.1797 [DOI] 48509181X [GVK] hdl:10419/31103 [Handle] |
| Classification: | C23 - Models with Panel Data |
| Source: |
Persistent link: https://www.econbiz.de/10010272748