Integration of CARMA processes and spot volatility modelling
Article first published online: 18 DEC 2012
© 2012 Wiley Publishing Ltd
Journal of Time Series Analysis
Volume 34, Issue 2, pages 156–167, March 2013
How to Cite
Brockwell, P. and Lindner, A. (2013), Integration of CARMA processes and spot volatility modelling. Journal of Time Series Analysis, 34: 156–167. doi: 10.1111/jtsa.12011
- Issue published online: 21 FEB 2013
- Article first published online: 18 DEC 2012
- First version received April 2012
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