Limit experiments of GARCH

1 March 2012

Papers citing "Limit experiments of GARCH"

3 / 3 papers shown

Title
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models F. Hubalek Petra Posedel 78 23 0 22 Jul 2008
GARCH modelling in continuous time for irregularly spaced time series data Ross A. Maller Gernot Muller Alexander Szimayer 299 70 0 14 May 2008
Asymptotic approximation of nonparametric regression experiments with unknown variances Andrew V. Carter 188 22 0 19 Oct 2007