Closing the Garch gap: continuous time Garch modeling / by Feike C. Drost and Bas J.M. Werker
| rdfs:label | "Closing the Garch gap: continuous time Garch modeling / by Feike C. Drost and Bas J.M. Werker" |
| schema:name | "Closing the Garch gap: continuous time Garch modeling" |
| schema:author | Center for Economic Research (Tilburg) |
| Drost, Feike Cornelis (1959-) | |
| schema:contributor | Werker, Bas Jan Mathieu (1969-) |
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schema:same |
<http:/ |
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schema:main |
<https:/ |
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http:/ |
"1994" |
| schema:about | econometrische modellen |
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schema:in |
"en" |
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schema:is |
Discussion paper / Center for Economic Research |
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schema:number |
20 |
| schema:publication |
<https:/ |