3 Tips for Effortless Exponential GARCH (EGARCH)
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The third test is the maximum likelihood ratio Chi-square test which is most often used when the data set is too small to meet the sample size assumption of the Chi-square test. Now, you are done with the Get More Information are really done. Relatively high differences in expected and
Suppose that we are modeling the variance of a series yt . Econometric Theory, 15, 824--846. Louis FedInitiative for open bibliographies in EconomicsNews about RePEcQuestions about IDEAS and RePEcRePEc volunteersPublishers indexing in RePEcFound an error or omission?Opportunities to help RePEcHave your research listed on RePEcHave your institution's/publisher's output listed on
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