On the Continuous Limit of GARCH
Year of publication: |
[2005]
|
---|---|
Authors: | Alexander, Carol |
Other Persons: | Lazar, Emese (contributor) |
Publisher: |
[2005]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (20 p) |
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Series: | ICMA Centre Discussion Paper ; No. DP2005-13 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2005 erstellt |
Other identifiers: | 10.2139/ssrn.569081 [DOI] |
Classification: | C32 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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