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~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Klüppelberg, Claudia"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Fractionally integrated COGARCH processes
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 599-628
Persistent link: https://www.econbiz.de/10011988000
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