"Doubly stochastic models with GARCH innovations."

Shelton Peiris, A. Thavaneswaran, S. S. Appadoo (2011)

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DOI: 10.1016/J.AML.2011.04.020

access: closed

type: Journal Article

metadata version: 2022-01-11

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Shelton Peiris, A. Thavaneswaran, S. S. Appadoo:
Doubly stochastic models with GARCH innovations. Appl. Math. Lett. 24(11): 1768-1773 (2011)

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