1.
Iacus SM, Mercuri L, Rroji E. COGARCH(p, q): Simulation and Inference with the yuima Package. J. Stat. Soft. [Internet]. 2017 Aug. 29 [cited 2022 Aug. 9];80(4):1-49. Available from: https://www.jstatsoft.org/index.php/jss/article/view/v080i04