Point process convergence of stochastic volatility processeswith application to sample autocorrelations
Research output: Contribution to journal › Journal article › Research › peer-review
Udgivelsesdato: 2001
Original language | English |
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Journal | Journal of Applied Probability |
Volume | 38A |
Pages (from-to) | 93--104 |
ISSN | 0021-9002 |
Publication status | Published - 2001 |
ID: 11760844