Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations
| Year of publication: |
2000
|
|---|---|
| Authors: | Fornari, F. ; Mele, A. |
| Institutions: | Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2000-12 |
| Source: |
Persistent link: https://www.econbiz.de/10005341578