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Document type:
Zeitschriftenaufsatz 
Author(s):
Stelzer, R. 
Title:
First jump approximation of a multivariate Lévy driven SDE and an application to ECOGARCH processes 
Journal title:
Stochastic Processes and Their Application 
Year:
2009 
Journal volume:
119 
Journal issue:
Pages contribution:
1932-1951 
Reviewed:
ja 
Language:
en 
Status:
Verlagsversion / published 
Semester:
SS 09 
Format:
Text