Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (Q3552847): Difference between revisions

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Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation
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    Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (English)
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    22 April 2010
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    AR-ARCH models
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    quasi-maximum likelihood
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    bias correction
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