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Haug, Stephan; Klüppelberg, Claudia; Lindner, A.; Zapp, M. (2005): Estimating the COGARCH(1,1) model - a first go. Collaborative Research Center 386, Discussion Paper 458 [PDF, 411kB]

This list was generated on Tue Oct 25 07:13:55 2016 CEST.