Maximum Likelihood Estimation of Pure GARCH and ARMA-GARCH...

Maximum Likelihood Estimation of Pure GARCH and ARMA-GARCH Processes

Christian Francq and Jean-Michel Zakoïan
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Volume:
10
Language:
english
Journal:
Bernoulli
DOI:
10.2307/3318818
Date:
August, 2004
File:
PDF, 2.32 MB
english, 2004
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