Closing the GARCH gap : continuous time GARCH modeling
Year of publication: |
1996
|
---|---|
Authors: | Drost, Feike C. ; Werker, Bas J. M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 74.1996, 1, p. 31-57
|
Subject: | Schätztheorie | Estimation theory | CAPM | Zeitreihenanalyse | Time series analysis |
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