ARCH models as diffusion approximations

Daniel B. Nelson

Year of publication:	1990 ; Rev. version of WP 88-69
Authors:	Nelson, Daniel B.
Publisher:	Chicago, IL : Univ. of Chicago, Graduate School of Business [u.a.]
Subject:	Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| ARCH-Modell \| ARCH model \| Stochastischer Prozess \| Stochastic process

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