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~isPartOf:"Econometric reviews"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~person:"Iglesias, Emma M."
~subject:"Financial crisis"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 532-557
Persistent link: https://www.econbiz.de/10009539710
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Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Econometric reviews
30
(
2011
)
3
,
pp. 303-336
Persistent link: https://www.econbiz.de/10008990434
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