ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (Q3440776)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS |
scientific article |
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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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