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

Author(s)
Bollerslev, Tim
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Massachusetts Institute of Technology. Dept. of Economics
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Date issued
1988
URI
http://hdl.handle.net/1721.1/64066
Publisher
Cambridge, Mass. : Massachusetts Institute of Technology
Other identifiers
quasimaximumlike00boll
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 505
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