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Method of moment estimation in the COGARCH(1,1) model
Haug, S.; Klüppelberg, C.; Lindner, A.; Zapp, M. - In: The econometrics journal 10 (2007) 2, pp. 320-341
Persistent link: https://www.econbiz.de/10007743555
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Method of moment estimation in the COGARCH (1,1) model
Haug, Stephan; Klüppelberg, C.; Lindner, Alexander; … - In: The econometrics journal 10 (2007) 2, pp. 320-341
Persistent link: https://www.econbiz.de/10003559960
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Testing for reduction to random walk in autoregressive conditional heteroskedasticity models
Klüppelberg, C.; Maller, R.A.; van de Vyver, M.; Wee, D. - In: The econometrics journal 5 (2002) 2, pp. 87-93
Persistent link: https://www.econbiz.de/10007472769