Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations

By F. Fornari, A. Melé. 2001

110 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b71cdafb6ce4add0c84fb60555183f67cb83105d