Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models
Author:
Funder
Fapesp
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
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4. Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood;Calzolari;Comput. Stat. Data Anal.,2014
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