Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing the bias of maximum likelihood estimates of contaminated garch models |
scientific article |
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Assessing the bias of maximum likelihood estimates of contaminated garch models (English)
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5 June 2001
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GARCH models
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robust estimation
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