Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/56645
Year of Publication: 
2011
Series/Report no.: 
SFB 649 Discussion Paper No. 2011-020
Publisher: 
Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, Berlin
Subjects: 
discrete time series models
continuous time diffusion models
models with jumps
stochastic volatility
GARCH
JEL: 
C15
Document Type: 
Working Paper

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