Thumbnail Image
Item

Closing the GARCH gap: Continuous time GARCH modeling

Drost,F.C.
; 
Werker,B.J.M.
Abstract
Description
Pagination: 27
Date
1996
Journal Title
Journal ISSN
Volume Title
Publisher
Collections
Tilburg University Research Output Collection
Show all metadata
Files
Thumbnail Image
Closing.pdf
Adobe PDF, 1.3 MB
Research Projects
Organizational Units
Journal Issue
Keywords
Citation
Drost, F C & Werker, B J M 1996, 'Closing the GARCH gap : Continuous time GARCH modeling', Journal of Econometrics, vol. 74, pp. 31-57.
URI
https://hdl.handle.net/20.500.14602/31448
Embedded videos