Location multiplicative error models with quasi maximum likelihood estimation (Q5111852)
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scientific article; zbMATH DE number 7205128
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| English | Location multiplicative error models with quasi maximum likelihood estimation |
scientific article; zbMATH DE number 7205128 |
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Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation (English)
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27 May 2020
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financial time series
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quasi maximum likelihood estimation (QMLE)
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multiplicative error model (MEM)
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GARCH
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zero-augmented
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asymptotic inference
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0.7709385752677917
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0.7514887452125549
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0.7494910359382629
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0.7455017566680908
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0.7381006479263306
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