Sums of exponentials of random walks with drift
Xi Qu and Robert de Jong
| Year of publication: |
2012
|
|---|---|
| Authors: | Qu, Xi ; Jong, Robert M. de |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 4, p. 915-924
|
| Subject: | Theorie | Theory | Random Walk | Random walk | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009669724