Reconsidering the continuous time limit of the GARCH(1,1) process
Year of publication: |
2000
|
---|---|
Authors: | Corradi, Valentina |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 96.2000, 1, p. 145-153
|
Subject: | ARCH-Modell | ARCH model | Zeitverwendung | Time use | Theorie | Theory |
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