Weak convergence and distributional assumptions for a general class of nonliner arch models
| Year of publication: |
1997
|
|---|---|
| Authors: | Fornari, Fabio ; Mele, Antonio |
| Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 16.1997, 2, p. 205-227
|
| Publisher: |
Taylor & Francis Journals |
| Subject: | non linear ARCH | continuous record asymptotics | stochastic volatility | option pricing theory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005644443