The asymptotic convexity of the negative likelihood function of GARCH models (Q959162)
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scientific article; zbMATH DE number 5381573
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| English | The asymptotic convexity of the negative likelihood function of GARCH models |
scientific article; zbMATH DE number 5381573 |
Statements
The asymptotic convexity of the negative likelihood function of GARCH models (English)
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11 December 2008
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GARCH
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convexity
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maximum likelihood estimation
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iterative algorithm
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convergence
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foreign exchange rates
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0.9072075
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0.8992626
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0.8935678
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0.88908064
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0.8866978
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0.8856758
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