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