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~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Working paper / World Institute for Development Economics Research"
~person:"Preminger, Arie"
~type_genre:"Collection of articles written by one author"
~type_genre:"Working Paper"
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Preminger, Arie
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A GARCH (1,1) estimator with (almost) no moment conditions on the error term
Preminger, Arie
(
contributor
);
Storti, Giuseppe
(
contributor
)
-
2006
knowledge
of the underlying error distribution, the LS-GARCH estimator was implemented using the correct scaling factor 0c …
Persistent link: https://www.econbiz.de/10003375861
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2
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Monte Carlo (MCMC) methods. However, to the best of our
knowledge
no formal selection procedure between the GARCH and the SV …
Persistent link: https://www.econbiz.de/10003329726
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