Likelihood inference in BL-GARCH models
Year of publication: |
2003
|
---|---|
Authors: | Storti, Giuseppe ; Vitale, Cosimo |
Published in: |
Computational Statistics. - Springer. - Vol. 18.2003, 3, p. 387-400
|
Publisher: |
Springer |
Subject: | BL-GARCH | Maximum Likelihood Estimator | EM algorithm | financial time series |
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