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Method of moment estimation in the COGARCH(1,1) model
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| Zeitschriftentitel: | The Econometrics Journal |
|---|---|
| Personen und Körperschaften: | , , , |
| In: | The Econometrics Journal, 10, 2007, 2, S. 320-341 |
| Format: | E-Article |
| Sprache: | Englisch |
| veröffentlicht: |
Oxford University Press (OUP)
|
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Haug, S. Klüppelberg, C. Lindner, A. Zapp, M. Haug, S. Klüppelberg, C. Lindner, A. Zapp, M. |
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Haug, S. Klüppelberg, C. Lindner, A. Zapp, M. |
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Haug, S. Klüppelberg, C. Lindner, A. Zapp, M. The Econometrics Journal Method of moment estimation in the COGARCH(1,1) model Economics and Econometrics |
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Haug, S. Klüppelberg, C. Lindner, A. Zapp, M. 1368-4221 1368-423X Oxford University Press (OUP) Economics and Econometrics http://dx.doi.org/10.1111/j.1368-423x.2007.00210.x Method of moment estimation in the COGARCH(1,1) model The Econometrics Journal |
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Method of moment estimation in the COGARCH(1,1) model |
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Method of moment estimation in the COGARCH(1,1) model |
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Method of moment estimation in the COGARCH(1,1) model |
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Method of moment estimation in the COGARCH(1,1) model |
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method of moment estimation in the cogarch(1,1) model |
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Economics and Econometrics |
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| spelling | Haug, S. Klüppelberg, C. Lindner, A. Zapp, M. 1368-4221 1368-423X Oxford University Press (OUP) Economics and Econometrics http://dx.doi.org/10.1111/j.1368-423x.2007.00210.x Method of moment estimation in the COGARCH(1,1) model The Econometrics Journal |
| spellingShingle | Haug, S., Klüppelberg, C., Lindner, A., Zapp, M., The Econometrics Journal, Method of moment estimation in the COGARCH(1,1) model, Economics and Econometrics |
| title | Method of moment estimation in the COGARCH(1,1) model |
| title_full | Method of moment estimation in the COGARCH(1,1) model |
| title_fullStr | Method of moment estimation in the COGARCH(1,1) model |
| title_full_unstemmed | Method of moment estimation in the COGARCH(1,1) model |
| title_short | Method of moment estimation in the COGARCH(1,1) model |
| title_sort | method of moment estimation in the cogarch(1,1) model |
| title_unstemmed | Method of moment estimation in the COGARCH(1,1) model |
| topic | Economics and Econometrics |
| url | http://dx.doi.org/10.1111/j.1368-423x.2007.00210.x |