Estimation, Testing, and Finite Sample Properties of...

Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models

Iglesias, Emma M., Phillips, Garry D. A.
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Volume:
31
Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474938.2011.608007
Date:
September, 2012
File:
PDF, 644 KB
english, 2012
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