Estimation and inference in univariate and multivariate...

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Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown

Sucarrat, Genaro, Grønneberg, Steffen, Escribano, Alvaro
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Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2015.12.005
Date:
December, 2015
File:
PDF, 623 KB
english, 2015
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