Browsing All of EconStor by Author Haug, Stephan

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Year of Publication	Title	Author(s)
2005	Estimating the COGARCH(1,1) model: a first go	Haug, Stephan; Klüppelberg, Claudia; Lindner, A.; Zapp, M.
2005	Mixed effect model for absolute log returns of ultra high frequency data	Haug, Stephan; Czado, Claudia
2006	A fractionally integrated ECOGARCH process	Haug, Stephan; Czado, Claudia
2006	An exponential continuous time GARCH process	Haug, Stephan; Czado, Claudia

Showing results 1 to 4 of 4