A continuous time GARCH process of higher order - Peter J. Brockwell; Erdenebaatar Chadraa; Alexander M. Lindner (Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen, 2005)
urn:nbn:de:bvb:19-epub-1797-6
Keywords: C23; 519