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Method of moment estimation in the COGARCH(1,1) model
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Journal Title: | The Econometrics Journal |
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Authors and Corporations: | , , , |
In: | The Econometrics Journal, 10, 2007, 2, p. 320-341 |
Type of Resource: | E-Article |
Language: | English |
published: |
Oxford University Press (OUP)
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Subjects: |