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Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes

✍ Scribed by Abdelhakim Aknouche; Abdelouahab Bibi

Book ID: 111040083
Publisher: John Wiley and Sons
Year: 2009
Tongue: English
Weight: 227 KB
Volume: 30
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2008.00598.x

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