Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Year of publication: |
2019
|
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Authors: | Dēmos, Antōnēs A. ; Kyriakopoulou, Dimitra |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 11.2019, 1, p. 1-20
|
Subject: | exponential GARCH | maximum likelihood estimation | finite-sample properties | bias approximations | bias correction | Edgeworth expansion | bootstrap | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Systematischer Fehler | Bias |
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