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for the working paper

A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”
Francisco Blasques, Paolo Gorgi, Siem Jan Koopman and Olivier Wintenberger
Tinbergen Institute Discussion Papers from Tinbergen Institute
Read abstract and download full text files (if available) at EconPapers

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Access Statistics for the working paper
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Statistics updated 2024-12-04