COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: COGARCH as a continuous-time limit of GARCH(1,1) |
scientific article; zbMATH DE number 5509501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COGARCH as a continuous-time limit of GARCH(1,1) |
scientific article; zbMATH DE number 5509501 |
Statements
COGARCH as a continuous-time limit of GARCH(1,1) (English)
0 references
19 February 2009
0 references
generators
0 references
0 references
