Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518): Difference between revisions

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Property / DOI: 10.1016/j.csda.2013.07.028 / rank
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Latest revision as of 23:17, 10 December 2024

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Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood
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    Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (English)
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    23 November 2018
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    symmetric \(\alpha\)-stable distribution
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    GARCH-type models
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    indirect inference
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    maximum likelihood
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    leverage effects
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    Student's \(t\) distribution
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