Method of moment estimation in the COGARCH(1,1) model (Q59278119)

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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 (English)
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    S. Haug
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    C. Klüppelberg
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    A. Lindner
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    M. Zapp
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    3 June 2007
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    10
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    2
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    320-341
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