Analysis of Stock Market Volatility by Continuous-Time GARCH Models

G. Muller, Robert Durand, R. Maller, C. Kluppelberg

Research output: Chapter in Book/Conference paperChapter

89 Citations (Scopus)
Original languageEnglish
Title of host publicationStock Market Volatility
EditorsGreg N. Gregoriou
Place of PublicationUnited States
PublisherCRC Press
Pages31-50
ISBN (Print)9781420099546
Publication statusPublished - 2009

Cite this