Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035)
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scientific article; zbMATH DE number 5180256
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| English | Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero |
scientific article; zbMATH DE number 5180256 |
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Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (English)
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20 August 2007
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boundary of the parameter space
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conditional heteroskedasticity
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GARCH model
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quasi-maximum likelihood estimation
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non-normal asymptotic distribution
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0.9397167
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0.9337613
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0.93174255
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0.92713004
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0.9230498
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0.9227102
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0.9224492
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0.92034954
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