Method of moment estimation in the COGARCH(1,1) model (Q5427673)
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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 |
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Method of moment estimation in the COGARCH(1,1) model (English)
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21 November 2007
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continuous time GARCH process
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GARCH process
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Lévy process
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moment estimator
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stochastic votality
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votality estimation
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