Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models |
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Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (English)
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25 October 2011
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likelihood
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BHHH method
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Newton-Raphson method
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scoring method
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