Closing the GARCH gap: Continuous time GARCH modeling
| Year of publication: |
1996
|
|---|---|
| Authors: | Drost, Feike C. ; Werker, Bas J. M. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 74.1996, 1, p. 31-57
|
| Publisher: |
Elsevier |