ARCH models as diffusion approximations
Daniel B. Nelson
| Year of publication: |
1990
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|---|---|
| Authors: | Nelson, Daniel B. |
| Published in: |
Journal of econometrics. - Amsterdam : North-Holland Publ. Co., ZDB-ID 879665-8. - Vol. 45.1990, 1, p. 7-38
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| Subject: | Ökonometrie | Econometrics | Theorie | Theory |
| Series: | |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001332081