Conference Proceedings "Financial Stability and The Global Landscape"
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- Lee, Sang-Won & Hansen, Bruce E., 1994. "Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator," Econometric Theory, Cambridge University Press, vol. 10(1), pages 29-52, March.
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Keywords
; ; ;JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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