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Fractionally Integrated COGARCH Processes*:
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
Journal of Financial Econometrics. 16 (2018) 4 - p. 599-628 , 2018
Link:
https://doi.org/10.1093/jjfinec/nby020
RT Journal T1 <Title>Fractionally Integrated COGARCH Processes*</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1093_jjfinec_nby020&Exemplar=1&LAN=DE A1 Haug, Stephan A1 Klüppelberg, Claudia A1 Straub, German PB Oxford University Press (OUP) YR 2018 SN 1479-8409 SN 1479-8417 JF Journal of Financial Econometrics VO 16 IS 4 SP 599 OP 628 LK http://dx.doi.org/https://doi.org/10.1093/jjfinec/nby020 DO https://doi.org/10.1093/jjfinec/nby020 SF ELIB - SuUB Bremen
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