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Efficiency comparisons of maximum-likelihood-based estimators in GARCH models

✍ Scribed by Gloria González-Rivera; Feike C. Drost

Book ID: 108432796
Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 149 KB
Volume: 93
Category: Article
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(99)00005-6

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