Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of egarch models

DOI10.1080/07474939608800338zbMath0850.62882OpenAlexW1977395680MaRDI QIDQ4883725

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Publication date: 20 November 1996

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939608800338

Mathematics Subject Classification ID

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