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WTLE GARCH models
Andrea Sestu
·
Nov 12, 2014
·
r-sig-finance
Dear Sir / Madam, in my master degree thesis I'd like to compare Weighted Trimmed Likelihood Estimation (WTLE) for GARCH models with other models (the ones proposed by Muler and Yohai (2008) "Robust estimates for GARCH models" and the one...
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