A class of continuous-time garch-type processes

DOI10.1080/17442509908834180zbMath0921.60042OpenAlexW2141609047MaRDI QIDQ4238142

No author found.

Publication date: 29 September 1999

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509908834180

zbMATH Keywords

stationary incrementsGARCH and Lévy processespast dependence

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

Unnamed Item

This page was built for publication: A class of continuous-time garch-type processes