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Stationary, mixing, distributional properties and moments of GARCH (p,q)-processes
Lindner, Alexander M.
- In:
Handbook of financial time series
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(pp. 43-69)
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2009
Persistent link: https://www.econbiz.de/10003833778
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Continuous time approximations to GARCH and stochastic volatility models
Lindner, Alexander M.
- In:
Handbook of financial time series
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(pp. 481-496)
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2009
Persistent link: https://www.econbiz.de/10003834175
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