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http://hdl.handle.net/10419/31103
  
Title:A continuous time GARCH process of higher order PDF Logo
Authors:Brockwell, Peter J.
Chadraa, Erdenebaatar
Lindner, Alexander M.
Issue Date:2005
Series/Report no.:Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 428
JEL:C23
Persistent Identifier of the first edition:urn:nbn:de:bvb:19-epub-1797-6
Document Type:Working Paper
Appears in Collections:Discussion papers, SFB 386, LMU München

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