Method of moments estimation of GO-GARCH models

Method of moments estimation of GO-GARCH models

H. Peter Boswijk, Roy van der Weide
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Volume:
163
Year:
2011
Language:
english
Pages:
9
DOI:
10.1016/j.jeconom.2010.11.011
File:
PDF, 1.46 MB
english, 2011
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