Closing the GARCH gap : Continuous time GARCH modeling
| Year of publication: |
1994
|
|---|---|
| Authors: | Drost, Feike C. ; Werker, Bas J.M. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | Time Models |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1994-2 |
| Source: |
Persistent link: https://www.econbiz.de/10011091755