Method of mement estimation in the COGARCH (1,1) model
Haug,S Et al.
Method of mement estimation in the COGARCH (1,1) model 2007 - 2007 - 320 - 341 V. 10 Issue. 2
Econometrics
Continuous time GARCH process;GARCH process;Levy process;Moment estimator;Stochastic volatility;Volatility estimation
Method of mement estimation in the COGARCH (1,1) model 2007 - 2007 - 320 - 341 V. 10 Issue. 2
Econometrics
Continuous time GARCH process;GARCH process;Levy process;Moment estimator;Stochastic volatility;Volatility estimation