Iacus, Stefano M., Lorenzo Mercuri, and Edit Rroji. “COGARCH(p, q): Simulation and Inference With the Yuima Package”. Journal of Statistical Software 80, no. 4 (August 29, 2017): 1–49. Accessed August 18, 2022. https://www.jstatsoft.org/index.php/jss/article/view/v080i04.