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~institution:"Department of Economics, Oxford University"
~language:"bos"
~language:"eng"
~person:"Meitz, Mika"
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AR-GARCH
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Asymptotic normality
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Nonlinear time series
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Quasi maximum likelihood estimation
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
Department of Economics, Oxford University
-
2008
under conditions comparable to those recently used in the corresponding linear case. To the best of our
knowledge
, this …
Persistent link: https://www.econbiz.de/10005051110
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