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GARCH model
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minimum distance estimation
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heavy-tailed distribution
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empirical characteristic function
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Fourier-type estimation of the power GARCH model with stable-Paretian innovations
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    Fourier-type estimation of the power GARCH model with stable-Paretian innovations (English)
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    24 May 2016
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    GARCH model
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    minimum distance estimation
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    heavy-tailed distribution
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    empirical characteristic function
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