The efficiency of the estimators of the parameters in GARCH processes.

DOI10.1214/009053604000000120zbMath1048.62082arXivmath/0406432OpenAlexW2041586574MaRDI QIDQ1879947

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Publication date: 15 September 2004

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0406432

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