Maximum likelihood estimation of pure GARCH and ARMA-GARCH...

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

Francq, Christian, Zakoïan, Jean-Michel
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Volume:
10
Language:
english
Journal:
Bernoulli
DOI:
10.3150/bj/1093265632
Date:
August, 2004
File:
PDF, 285 KB
english, 2004
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