Method of moment estimation in the COGARCH(1,1) model (Q5427673): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1368-423x.2007.00210.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2146628621 / rank | |||
Normal rank | |||
Revision as of 09:46, 30 July 2024
scientific article; zbMATH DE number 5213447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Method of moment estimation in the COGARCH(1,1) model |
scientific article; zbMATH DE number 5213447 |
Statements
Method of moment estimation in the COGARCH(1,1) model (English)
0 references
21 November 2007
0 references
continuous time GARCH process
0 references
GARCH process
0 references
Lévy process
0 references
moment estimator
0 references
stochastic votality
0 references
votality estimation
0 references
0 references
0 references
