Cover Image

Diffusion limits of real-time GARCH

Yashuang (Dexter) Ding
Year of publication:
[2020]
Authors: Ding, Yashuang
Publisher: Cambridge : University of Cambridge, Faculty of Economics
Subject: GARCH | RT-GARCH | SV | diffusion limit | ARCH-Modell | ARCH model | Theorie | Theory | Innovationsdiffusion | Innovation diffusion | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Schätzung | Estimation
freely available
Full text |
doi.org
Check Google Scholar
In German libraries (KVK)
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013206472
Similar items by subject
Similar items by person