Analysis of Stock Market Volatility by Continuous-Time GARCH Models

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

Research output: Chapter in Book/Conference paper › Chapter › peer-review

Cite this

@inbook{657de38fdfc9498e8f1edeb2177e8eb3,

title = "Analysis of Stock Market Volatility by Continuous-Time GARCH Models",

author = "G. Muller and Robert Durand and R. Maller and C. Kluppelberg",

year = "2009",

language = "English",

isbn = "9781420099546",

pages = "31--50",

editor = "Gregoriou, {Greg N.}",

booktitle = "Stock Market Volatility",

publisher = "CRC Press",

}