Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence
| Year of publication: |
2002
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|---|---|
| Authors: | Chan, Felix ; Mcaleer, Michael |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 17.2002, 5, p. 509-534
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