Continuous time approximations to GARCH and stochastic volatility models
Year of publication: |
2009
|
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Authors: | Lindner, Alexander M. |
Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 481-496
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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