ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (Q3440776): Difference between revisions

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Revision as of 18:06, 13 February 2024

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ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
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    ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (English)
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    29 May 2007
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    ARCH model
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    quasi-maximum likelihood estimate
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    asymptotic
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