Closing the GARCH gap : Continuous time GARCH modeling
| Year of publication: |
1996
|
|---|---|
| Authors: | Werker, B.J.M. ; Drost, F.C. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Econometrics (1996), v.74, p.31-57 |
| Source: |
Persistent link: https://www.econbiz.de/10011089858