A representation and calculation of the long-memory Ornstein-Uhlembeck process
Esben P. Høg
| Year of publication: |
1998
|
|---|---|
| Authors: | Høg, Esben P. |
| Publisher: |
Aarhus |
| Subject: | Stochastischer Prozess | Stochastic process | Adaptive Erwartungen | Adaptive expectations | Theorie | Theory |
| Extent: | 11 S |
|---|---|
| Series: | Working paper. - Aarhus, Denmark : The Aarhus School of Business, ISSN 0902-9087, ZDB-ID 2939638-4. - Vol. 115 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001411168