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Document type:
Zeitschriftenaufsatz 
Author(s):
Klüppelberg, C., Lindner, A., Maller, R. 
Title:
A continuous time GARCH process driven by a Lévy process: stationarity and second order behaviour. 
Journal title:
J. Appl. Prob. 
Year:
2004 
Journal volume:
41 
Journal issue:
Pages contribution:
601-622 
Language:
en 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text