Pages that link to "Item:Q4883725"
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The following pages link to Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of egarch models (Q4883725):
Displaying 3 items.
- Finite sample properties of the ARCH class of models with stochastic volatility (Q1389738) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008) (← links)
