Asymmetric COGARCH processes (Q5245621)
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scientific article; zbMATH DE number 6424993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric COGARCH processes |
scientific article; zbMATH DE number 6424993 |
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Asymmetric COGARCH processes (English)
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14 April 2015
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asymmetric COGARCH processes
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first-jump approximation
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maximum-likelihood estimation
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high-frequency data
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method of moments
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stochastic volatility
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