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MULTIVARIATE ECOGARCH PROCESSES
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- Journal:
- Econometric Theory / Volume 27 / Issue 2 / April 2011
- Published online by Cambridge University Press:
- 13 September 2010, pp. 344-371
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An Exponential Continuous-Time GARCH Process
- Part of
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- Journal:
- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 960-976
- Print publication:
- December 2007
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