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"Standard Laplace quasi-maximum likelihood estimator for GARCH processes."

Yakoub Boularouk (2023)

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DOI: 10.1080/03610918.2021.1884877

access: closed

type: Journal Article

metadata version: 2023-06-02

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Yakoub Boularouk:
Standard Laplace quasi-maximum likelihood estimator for GARCH processes. Commun. Stat. Simul. Comput. 52(4): 1490-1503 (2023)

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