Exact maximum likelihood estimation of ARCH models

Francis X. Diebold and Til Schuermann

Year of publication:	1993 ; Rev
Authors:	Diebold, Francis X. ; Schuermann, Til
Publisher:	Philadelphia, PA
Subject:	Schätztheorie \| Estimation theory \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis

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