Publication: Asymptotic properties of the QML estimator in a smooth transition GARCH (1,1) model
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Program
Economics
KU-Authors
KU Authors
Co-Authors
Authors
Tuzcuoğlu, Kerem
Advisor
Meitz, Mika
Publication Date
Language
English
Type
Journal Title
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Abstract
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Publisher:
Koç University
Keywords:
Subject
Derivative securities, Mathematical models, GARCH model