Higher Moments and Prediction-Based Estimation for the...

Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model

Bibbona, Enrico, Negri, Ilia
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Volume:
42
Language:
english
Journal:
Scandinavian Journal of Statistics
DOI:
10.1111/sjos.12142
Date:
December, 2015
File:
PDF, 1.37 MB
english, 2015
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