Subject
Applied Mathematics,Economics and Econometrics
Reference20 articles.
1. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
2. Mean reversion in equilibrium asset prices;Cecchetti;American Economic Review,1990
3. A subordinated stochastic process model with finite variance for speculative prices;Clark;Econometrica,1973
4. Cox, D.R., Miller, H.D., 1965. The Theory of Stochastic Processes. Chapman & Hall, New York.
5. Comment on modelling the persistence of conditional variance;Diebold;Econometric Reviews,1986
Cited by
237 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献