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Duarte Stokes


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Last seen: mer än 3 år ago Active since 2016

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Problems with GJR-GARCH/EGARCH estimation with fmincon (sqp)
Hello everyone, I was studying the GJR-GARCH and EGARCH models and realized that the Conditional Log-Likelihood function is n...

ungefär 9 år ago | 1 answer | 0

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