GARCH Modelling in continuous time for irregularly spaced time series data

Citation

Maller, R, Muller, G & Szimayer, A 2008, 'GARCH Modelling in continuous time for irregularly spaced time series data', Bernoulli, vol. 14, no. 2, pp. 519 - 542.

Year

2008

ANU Authors

Field of Research

  • Stochastic Analysis And Modelling

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