Limit experiments of GARCH
Date
Authors
Buchmann, Boris
Muller, Gernot
Journal Title
Journal ISSN
Volume Title
Publisher
Chapman & Hall
Abstract
GARCH is one of the most prominent nonlinear time series models, both widely applied and thoroughly studied. Recently, it has been shown that the COGARCH model (which was introduced a few years ago by Klüppelberg, Lindner and Maller) and Nelson's diffusi
Description
Citation
Collections
Source
Bernoulli
Type
Book Title
Entity type
Access Statement
Open Access
License Rights
Restricted until
Downloads
File
Description