QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS

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Publication:3632433

DOI10.1017/S0266466609090689zbMath1279.62182OpenAlexW3125232207MaRDI QIDQ3632433

Juan Carlos Escanciano

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466609090689




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