TY  - BOOK
AU  - Haug, S Et al.
TI  - Method of moment estimation in the COGARCH (1,1) model
PY  - 2007///
KW  - Econometrics
KW  - Continuous time GARCH process;GARCH process;Levy processess;Moment estimator;Stochastic volatility;Volatility estimation
ER  -