Duarte Stokes
Católica SBE
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Awarded to Duarte Stokes on 20 Jul 2017
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Problems with GJR-GARCH/EGARCH estimation with fmincon (sqp)
Hello everyone, I was studying the GJR-GARCH and EGARCH models and realized that the Conditional Log-Likelihood function is n...
8 years ago | 1 answer | 0
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