Results for mixture distributions

Publications & Outputs

1. Markov processes and the distribution of volatility: a comparison of discrete and continuous specifications

   Taylor, S. J., 1/08/1999, In: Philosophical Transactions A: Mathematical, Physical and Engineering Sciences . 357, 1758, p. 2059-2070 12 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review