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~person:"Francq, Christian"
~subject:"log-GARCH"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
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