Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II)

Antonis Demos and Dimitra Kyriakopoulou

No 1804, DEOS Working Papers from Athens University of Economics and Business

Date: 2018-02-23
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Working Paper: Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I) (2018)
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