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A closed-form estimator for the GARCH(1,1)-Model

By Oliver Linton and Dennis Kristensen
Topics: HB Economic Theory
Publisher: Cambridge University Press
Year: 2006
DOI identifier: 10.1017/S0266466606060142
OAI identifier: oai:eprints.lse.ac.uk:15271
Provided by: LSE Research Online
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