Quasi Maximum Likelihood Estimation Of Dynamic Models With Time Varyng Covariances
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Quasi-maximum Likelihood Estimation of Dynamic Models with Time Varying Covariances
Author | : Tim Bollerslev |
Publisher | : |
Total Pages | : 50 |
Release | : 1988 |
Genre | : |
ISBN | : |
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Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fa