Maximum likelihood estimation of STAR and STAR-GARCH...

Journal of Applied Econometrics 2002 Vol. 17; Iss. 5

Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence

Felix Chan, Michael McAleer
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Volume:
17
Year:
2002
Language:
english
Pages:
26
DOI:
10.1002/jae.686
File:
PDF, 223 KB
english, 2002
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