Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177)
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| Language | Label | Description | Also known as |
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| English | Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model |
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Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (English)
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19 February 2019
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exponential GARCH
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maximum likelihood estimation
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finite-sample properties
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bias approximations
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bias correction
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Edgeworth expansion
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bootstrap
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