Closing the GARCH gap: Continuous time GARCH modeling

Research output: Working paper › Discussion paper › Other research output

320 Downloads (Pure)

Name	CentER Discussion Paper
Volume	1994-2

Keywords

@techreport{15acbe8a915c4cc6bd4cd030cf056810,

title = "Closing the GARCH gap: Continuous time GARCH modeling",

keywords = "Time Models",

author = "F.C. Drost and B.J.M. Werker",

note = "Pagination: 20",

year = "1994",

language = "English",

volume = "1994-2",

series = "CentER Discussion Paper",

publisher = "Unknown Publisher",

type = "WorkingPaper",

institution = "Unknown Publisher",

}