Finite-Sample Theory and Bias Correction of Maximum...

Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model

Demos, Antonis, Kyriakopoulou, Dimitra
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Volume:
11
Language:
english
Journal:
Journal of Time Series Econometrics
DOI:
10.1515/jtse-2018-0010
File:
PDF, 1.77 MB
english
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