| 000 | 00591nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aHaug, S Et al. | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aMethod of moment estimation in the COGARCH (1,1) model | ||
| 246 |
_aJ8302 _f2007 |
||
| 260 | _c2007 | ||
| 300 |
_bV. 10 _cIssue. 2 _a320-341 |
||
| 366 | _b2007 | ||
| 366 | _bJuly | ||
| 650 | _aEconometrics | ||
| 653 | _aContinuous time GARCH process;GARCH process;Levy processess;Moment estimator;Stochastic volatility;Volatility estimation; | ||
| 942 | _cJA | ||
| 999 |
_c42833 _d42833 |
||