Two Parameter Estimation Methods for Quantile-GARCH Models
Keyword(s):
2019 ◽
Vol 43
(6)
◽
pp. 2951-2963
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Keyword(s):
Keyword(s):
Monte Carlo Comparison of the Parameter Estimation Methods for the Two-Parameter Gumbel Distribution
2015 ◽
Vol 14
(2)
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pp. 123-140
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2016 ◽
Vol 36
(4)
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pp. 1735-1753
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