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Fractional ARIMA with stable i...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The variance of sample autocorrelations : does Barlett's formula work with ARCH data?
Kokoszka, Piotr S.
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contributor
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2008
Persistent link: https://www.econbiz.de/10003782412
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Option pricing in arch-type models
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
8
(
1998
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pp. 13-26
Persistent link: https://www.econbiz.de/10001240800
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