Method of moment estimation in the COGARCH (1,1) model
S. Haug, C. Klüppelberg, Alexander Lindner and M. Zapp
| Year of publication: |
2007
|
|---|---|
| Authors: | Haug, Stephan ; Klüppelberg, C. ; Lindner, Alexander ; Zapp, Matthias |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 10.2007, 2, p. 320-341
|
| Subject: | ARCH-Modell | ARCH model | Momentenmethode | Method of moments | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003559960