Finite Sample Properties of Maximum Likelihood and Quasi-Maximum Likelihood Estimators of Egarch Models
| Year of publication: |
1996
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|---|---|
| Authors: | Deb, P. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 15.1996, 1, p. 51-68
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