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Document type:
Misc 
Author(s):
Czado, C., Haug, S. 
Title:
Finite sample properties of the QMLE in the ACD-ECOGARCH(1,1) model 
Published as:
Supplement to "An ACD-ECOGARCH(1,1) model" 
Month:
Jan 
Year:
2010 
 BibTeX