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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.sciencedirect.com/science/journal/09275... |
| Additional Information: | © 2001 Elsevier |
| Library of Congress subject classification: | H Social Sciences > HG Finance |
| Sets: | Research centres and groups > Financial Markets Group (FMG) Collections > Economists Online Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/19590/ |
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