Method of moment estimation in the COGARCH(1,1) model (Q5427673)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5213447
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.8894962072372437
0 references
0.8546491861343384
0 references
0.8101771473884583
0 references
0.8099629282951355
0 references
