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- Title:
A continuous time GARCH process driven by a Lévy process: stationarity and second order behaviour.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Klüppelberg, C., Lindner, A., Maller, R.
- Journal title:
- J. Appl. Prob.
- Year:
- 2004
- Journal volume:
- 41
- Journal issue:
- 3
- Pages contribution:
- 601-622
- Language:
- en
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
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