Quasi-Maximum Likelihood Estimation of Semi-Strong GARCH...

Econometric Theory 2009 / 04 Vol. 25; Iss. 2

Quasi-Maximum Likelihood Estimation of Semi-Strong GARCH Models

Juan Carlos Escanciano
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Volume:
25
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/20532452
Date:
April, 2009
File:
PDF, 899 KB
english, 2009
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