Haug, S Et al. <br/><br/>
Method of moment estimation in the COGARCH (1,1) model 
 J8302  2007 

 -  2007 
 - 320-341  V.  10  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Continuous time GARCH process;GARCH process;Levy processess;Moment estimator;Stochastic volatility;Volatility estimation;