Whittle estimation of EGARCH and other exponential...

Whittle estimation of EGARCH and other exponential volatility models

Paolo Zaffaroni
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Volume:
151
Year:
2009
Language:
english
Pages:
11
DOI:
10.1016/j.jeconom.2009.03.008
File:
PDF, 2.15 MB
english, 2009
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