Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model |
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Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (English)
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8 January 2016
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COGARCH model
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stochastic volatility models
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prediction-based estimating functions
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parameter estimation
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higher moments
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GARCH models
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financial returns
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