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Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood

✍ Scribed by Calzolari, Giorgio; Halbleib, Roxana; Parrini, Alessandro


Book ID
122326874
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
449 KB
Volume
76
Category
Article
ISSN
0167-9473

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