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~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
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multivariate GARCH models
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quasi maximum likelihood
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Hafner, Christian Matthias
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Herwartz, H.
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Analytical
quasi
maximum
likelihood
inference in multivariate volatility models
Hafner, Christian Matthias
;
Herwartz, H.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2003
Quasi
maximum
likelihood
estimation and inference in multivariate volatility models remains a challenging computational …
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