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  Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure
 
 
Title: Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure
Author: Augustyniak, Maciej
Boudreault, Mathieu
Morales, Manuel
Appeared in: Methodology and computing in applied probability
Paging: Volume 20 (2017) nr. 1 pages 165-188
Year: 2017
Contents:
Publisher: Springer US, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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