Analysis of Stock Market Volatility by Continuous-time GARCH Models
Citation
Muller, G, Durand, R, Maller, R, 2009, 'Analysis of Stock Market Volatility by Continuous-time GARCH Models', in Greg N Gregoriou (ed.), Stock Market Volatility, Taylor & Francis Group, Boca Raton, FL, USA, pp. 31-50.Year
2009ANU Authors
Field of Research
- Stochastic Analysis And Modelling