Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/56645
Authors: 
Gentle, James E.
Härdle, Wolfgang Karl
Mori, Yuichi
Year of Publication: 
2011
Series/Report no.: 
SFB 649 discussion paper 2011-020
Subjects: 
discrete time series models
continuous time diffusion models
models with jumps
stochastic volatility
GARCH
JEL: 
C15
Document Type: 
Working Paper

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