AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL

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Publication:5357395

DOI10.1017/S0266466616000256zbMath1442.62199MaRDI QIDQ5357395

Oliver B. Linton, Christian M. Hafner

Publication date: 15 September 2017

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




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