Recovering the probability density function of asset prices using garch as diffusion approximations

Fabio Fornari () and Antonio Mele

Journal of Empirical Finance, 2001, vol. 8, issue 1, 83-110

Date: 2001
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Related works:
Working Paper: Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations (2001)
Working Paper: Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:8:y:2001:i:1:p:83-110

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