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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 74.1996, 1, p. 31-58
|