Assessing the bias of maximum likelihood estimates of contaminated garch models

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Publication:2703008

DOI10.1080/00949650008812051zbMath0961.62078OpenAlexW2040563026MaRDI QIDQ2703008

Beatriz Vaz de Melo Mendes

Publication date: 5 June 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008812051




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