Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood

Giorgio Calzolari, Roxana Halbleib, Alessandro Parrini. Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood. Computational Statistics & Data Analysis, 76:158-171, 2014. [doi]

Authors

Giorgio Calzolari

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Roxana Halbleib

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Alessandro Parrini

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