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 |
|---|---|
| Journal | Journal of Applied Probability |
| Volume | 38A |
| Pages (from-to) | 93--104 |
| ISSN | 0021-9002 |
| Publication status | Published - 2001 |
ID: 11760844