Full vs Quasi MLE for ARMA-GARCH Models With Infinitely Divisible Innovations

Applied Economics, Volume 47, 2015 - Issue 48

Author(s) :

Jimmie Goode

Young Shin Kim

Applied Economics, Volume 47, 2015 - Issue 48

Type : Academic publication
Date : le 23/11/2015
Research Cluster : Finance
Source : Applied Economics

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