Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557): Difference between revisions

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Latest revision as of 09:40, 29 May 2024

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Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
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    Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (English)
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    13 August 2000
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    Fisher information matrix
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    MLE
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    QMLE
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    semiparametric estimation
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