Standard Laplace quasi-maximum likelihood estimator for GARCH processes.
| Autor: | Boularouk, Yakoub1 (AUTHOR) |
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| Zdroj: | Communications in Statistics: Simulation & Computation. 2023, Vol. 52 Issue 4, p1490-1503. 14p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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