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An Almost Closed Form Estimator For The EGARCH Model

Bibliographic reference Hafner, Christian ; Linton, Oliver. An Almost Closed Form Estimator For The EGARCH Model. In: Econometric Theory, Vol. 33, no. 4, p. 1013-1038 (August 2017)
Permanent URL http://hdl.handle.net/2078.1/180489
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