Likelihood-Based Estimation of Latent Generalized Arch...

Likelihood-Based Estimation of Latent Generalized Arch Structures

Gabriele Fiorentini, Enrique Sentana and Neil Shephard
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Volume:
72
Language:
english
Journal:
Econometrica
DOI:
10.2307/3598896
Date:
September, 2004
File:
PDF, 1.17 MB
english, 2004
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