Closing the GARCH gap: Continuous time GARCH modeling

Feike C. Drost () and B.J.M. Werker
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B.J.M. Werker: Tilburg University, School of Economics and Management

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Date: 1996
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Journal Article: Closing the GARCH gap: Continuous time GARCH modeling (1996)
Working Paper: Closing the GARCH gap: Continuous time GARCH modeling (1994)
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