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Dokumenttyp:
Buchbeitrag 
Autor(en):
Lindner, A.M. 
Künstler (Werkautoren):
Andersen, T.G., Davis, R.A., Kreiß, J.-P. and Mikosch, T. (Eds.) 
Titel:
Continuous time approximations to GARCH and stochastic volatility models 
Abstract:
We collect some continuous time GARCH models and report on how they approximate discrete time GARCH processes. Similarly, certain continuous time volatility models are viewed as approximations to discrete time volatility models. 
Seitenangaben Beitrag:
481-496 
Buchtitel:
Andersen, T.G., Davis, R.A., Kreiß, J.-P. and Mikosch, T.: Handbook of Financial Time Series 
Verlag / Institution:
Springer 
Jahr:
2009 
Reviewed:
ja 
Sprache:
en 
Semester:
SS 09 
Format:
Text