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Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model
Bibbona, Enrico, Negri, IliaVolume:
42
Language:
english
Journal:
Scandinavian Journal of Statistics
DOI:
10.1111/sjos.12142
Date:
December, 2015
File:
PDF, 1.37 MB
english, 2015