Method of moment estimation in the COGARCH(1,1) model
| Year of publication: |
2007
|
|---|---|
| Authors: | Haug, S. ; Klüppelberg, C. ; Lindner, A. ; Zapp, M. |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 10.2007, 2, p. 320-341
|