Data cloning estimation of GARCH and COGARCH models
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-08-05 (All new papers)
- NEP-ECM-2013-08-05 (Econometrics)
- NEP-ETS-2013-08-05 (Econometric Time Series)
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