Ornstein-Uhlenbeck processes and extensions

Citation

Maller, R, Muller, G & Szimayer, A 2009, 'Ornstein-Uhlenbeck processes and extensions', in Andersen, T.G.; Davis, R.A.; KreiÃ?, J.-P.; Mikosch, Th. (ed.), Handbook of Financial Time Series, Springer, USA, pp. 16 pages.

Year

2009

ANU Authors

Field of Research

  • Financial Economics

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