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Quasi-maximum likelihood estimation of dynamic models with time varying covariances

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dc.contributor.author Bollerslev, Tim en_US
dc.contributor.other Massachusetts Institute of Technology. Dept. of Economics en_US
dc.date.accessioned 2011-06-09T23:32:54Z
dc.date.available 2011-06-09T23:32:54Z
dc.date.issued 1988 en_US
dc.identifier quasimaximumlike00boll en_US
dc.identifier.uri http://hdl.handle.net/1721.1/64066
dc.publisher Cambridge, Mass. : Massachusetts Institute of Technology en_US
dc.relation.ispartofseries Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 505 en_US
dc.title Quasi-maximum likelihood estimation of dynamic models with time varying covariances en_US
dc.type Working Paper en_US
dc.identifier.oclc 19403623 en_US
dc.identifier.aleph 000380737 en_US


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