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Estimating GARCH models:when to use what?

Huang, Da Et al.

Estimating GARCH models:when to use what? 2008 - 2008 - 27-38 V. 11 Issue. 1

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Estimating procrdure selection;GARCH;Gaussian Likehood;Heavy tail;Laplace distribution;Least absolute deviations estimator;Maximum quasilikelihood estimator;Time series;

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