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Analysis of Stock Market Volatility by Continuous-time GARCH Models

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Date

2009

Authors

Muller, Gernot
Durand, Robert
Maller, Ross
Kluppelberg, Claudia

Journal Title

Journal ISSN

Volume Title

Publisher

Taylor & Francis Group

Abstract

Description

Keywords

Citation

URI

http://hdl.handle.net/1885/36380

Collections

ANU Research Publications

Source

Type

Book chapter

Book Title

Stock Market Volatility

Entity type

Access Statement

License Rights

DOI

Restricted until

2037-12-31

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Description
01_Muller_Analysis_of_Stock_Market_2009.pdf (1.46 MB)

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