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July 1, 1995Journal of Applied Econometrics

Maximum likelihood estimation of a GARCH‐stable model

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Authors

SLShi‐Miin LiuBBB. Wade BrorsenOklahoma State University

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Liu et al. (1995) studied this question.

synapsesocial.com/papers/6a7ef0b405d83fd78f0fb909https://doi.org/10.1002/jae.3950100305
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