ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (Q3440776)
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scientific article; zbMATH DE number 5158768
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| English | ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS |
scientific article; zbMATH DE number 5158768 |
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ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (English)
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29 May 2007
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ARCH model
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quasi-maximum likelihood estimate
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asymptotic
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0.8405768871307373
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0.8402113914489746
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