Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I)
Antonis Demos () and
Dimitra Kyriakopoulou ()
No 1803, DEOS Working Papers from Athens University of Economics and Business
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Working Paper: Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II) (2018)
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