Continuous-Time GARCH Processes
| Autor: | Brockwell, Peter, Chadraa, Erdenebaatar, Lindner, Alexander |
|---|---|
| Zdroj: | The Annals of Applied Probability, 2006 May 01. 16(2), 790-826. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Brockwell, Peter, Chadraa, Erdenebaatar, Lindner, Alexander |
|---|---|
| Zdroj: | The Annals of Applied Probability, 2006 May 01. 16(2), 790-826. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|