Conditional asymmetry in ARCH models

Julien Royer

Year of publication:	[2020]
Authors:	Royer, Julien
Publisher:	[Palaiseau] : Center for Research in Economics and Statistics
Subject:	ARCH models \| conditional asymmetry \| Quasi Maximum Likelihood Estimation \| Schätztheorie \| Estimation theory \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation

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