Efficiency comparisons of maximum likelihood-based estimators in garch models
Efficiency comparisons of maximum likelihood-based estimators in garch models
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DOI:
10.1016/s0304-4076(99)00005-6
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发表时间:
1999-11
影响因子:
6.3
通讯作者:
Gloria González-Rivera;F. C. Drost
中科院分区:
文献类型:
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作者:
Gloria González-Rivera;F. C. Drost