Fornari, Fabio and Mele, Antonio (2001) Recovering the probability density function of asset prices using garch as diffusion approximations. Journal of Empirical Finance, 8 (1). pp. 83-110. ISSN 0927-5398
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Identification Number: 10.1016/S0927-5398(01)00021-4
| Item Type: | Article |
|---|---|
| Official URL: | http://www.sciencedirect.com/science/journal/09275... |
| Additional Information: | © 2001 Elsevier |
| Divisions: | Financial Markets Group STICERD |
| Subjects: | H Social Sciences > HG Finance |
| Date Deposited: | 18 Jul 2008 10:37 |
| Last Modified: | 11 Dec 2024 22:23 |
| URI: | http://eprints.lse.ac.uk/id/eprint/19590 |
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