Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (Q3552847)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation |
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Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (English)
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22 April 2010
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AR-ARCH models
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quasi-maximum likelihood
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bias correction
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