| 000 | 00536nam a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aHaug,S Et al. | ||
| 240 | _aEconometric Journal | ||
| 245 | _aMethod of mement estimation in the COGARCH (1,1) model | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 10 _cIssue. 2 _a320 - 341 |
||
| 366 | _b2007 | ||
| 650 | _aEconometrics | ||
| 653 | _aContinuous time GARCH process;GARCH process;Levy process;Moment estimator;Stochastic volatility;Volatility estimation | ||
| 942 | _cJA | ||
| 999 |
_c43553 _d43553 |
||