Closing the GARCH gap: Continuous time GARCH modeling (Q1126492)
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scientific article; zbMATH DE number 955407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closing the GARCH gap: Continuous time GARCH modeling |
scientific article; zbMATH DE number 955407 |
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Closing the GARCH gap: Continuous time GARCH modeling (English)
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8 December 1996
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jump-diffusions
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continuous time modeling
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GARCH processes in discrete time
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