Continuous time approximations to GARCH and stochastic volatility models (2008)
by
Alexander M. Lindner
| Venue: | AND MIKOSCH, TH. (EDS.), HANDBOOK OF FINANCIAL TIME SERIES |
| Citations: | 4 - 0 self |
BibTeX
@INPROCEEDINGS{Lindner08continuoustime,
author = {Alexander M. Lindner},
title = {Continuous time approximations to GARCH and stochastic volatility models},
booktitle = {AND MIKOSCH, TH. (EDS.), HANDBOOK OF FINANCIAL TIME SERIES},
year = {2008},
publisher = {Springer}
}
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Abstract
