A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
- 期刊名称Journal of Applied Probability
- 作者Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross
- 卷第41卷
- 期第3期
- 印刷ISSN0021-9002
- 电子ISSN1475-6072
- 文件大小368.27KB
- 发表时间2004-09
- DOI10.1017/s0021900200020428
- 页码601-622
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