On Convergence of the QMLE for Misspecified GARCH Models.
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| Title: | On Convergence of the QMLE for Misspecified GARCH Models. |
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| Authors: | Jensen, Anders Tolver1, Lange, Theis1 |
| Source: | Journal of Time Series Econometrics. 2010, Vol. 2 Issue 1, preceding p1-29. 31p. |
| Database: | Mathematics Source |
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