机译:Moment-based estimation for the multivariate COGARCH(1,1) process
Tech Univ Munich, Ctr Math Sci, Boltzmannstr 3, D-85748 Garching, Germany;
Ulm Univ, Inst Math Finance, Ulm, Germany;
estimation; generalized method of moments; L; 233; vy process; model identification; multivariate continuous time GARCH; second; 8208; order moment structure;