Method of moment estimation in the COGARCH(1,1) model
S. Haug, C. Klüppelberg, A. Lindner, M. ZappVolume:
10
Year:
2007
Language:
english
Pages:
22
DOI:
10.1111/j.1368-423x.2007.00210.x
File:
PDF, 1.40 MB
english, 2007