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

Name

quasimaximumlike00boll.pdf

Size

2.46 MB

Format

Adobe PDF

Checksum (MD5)

cff56102b0fb8757ed437d6bff65c2bd

Author(s)

Bollerslev, Tim

Date Issued

1988

Publisher

Cambridge, Mass. : Massachusetts Institute of Technology

Series/Report no.

Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 505

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