Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (Q3168912)
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| Language | Label | Description | Also known as |
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| English | Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation |
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Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (English)
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27 April 2011
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bias correction
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GARCH
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quasi maximum likelihood
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