Reconsidering the continuous time limit of the GARCH(1,1) process
| Year of publication: |
2000
|
|---|---|
| Authors: | Corradi, V. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 96.2000, 1, p. 145-154
|