Asymmetric COGARCH processes

Research output: Contribution to journal › Research article › Invited › peer-review

Contributors

  • Anita Behme - , Technical University of Munich (Author)
  • C. Klüppelberg - (Author)
  • Kathrin Mayr - (Author)

Details

Original languageEnglish
Pages (from-to)161-173
JournalJournal of Applied Probability
Volume51
Issue numberA
Publication statusPublished - 2014
Peer-reviewedYes
Externally publishedYes

External IDs

Scopus 84918523280

Keywords