Ornstein–Uhlenbeck Processes and Extensions

By Ross Maller, Gernot J. Müller, Alexander Szimayer. 2009

110 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4d22f17677442019e2a8e908265d51df03658481

Citations in the corpus

• GARCH modelling in continuous time for irregularly spaced time series data (2008, unknown): “[18]), parameterized by (β, η,φ) and driven by the process L.”