Augmented GARCH (p,q) process and its diffusion limit
Jin-Chuan Duan
| Year of publication: |
1997
|
|---|---|
| Authors: | Duan, Jin-Chuan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 79.1997, 1, p. 97-127
|
| Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Theorie | Theory |
| 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/10001220068