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Title:

Finite sample properties of the QMLE in the ACD-ECOGARCH(1,1) model

Document type:
Misc
Author(s):
Czado, C., Haug, S.
Published as:
Supplement to "An ACD-ECOGARCH(1,1) model"
Month:
Jan
Year:
2010
URL:
An ACD-ECOGARCH(1,1) model
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