Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1999
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(99)00005-6