Exact maximum likelihood estimation of ARCH models
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Author
Contributions
- Schuermann, Til. - Contributor
Publication
1993 - Federal Reserve Bank of Philadelphia, Economic Research Division, Philadelphia, United Kingdom
Language
English
Subjects
Series Statement
- Economics working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.4
- Economics research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.4.
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