On the properties of the likelihood function of Spanos' conditional t heteroskedastic model
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- 程島 次郎
- 名古屋市立大学
書誌事項
- タイトル
- On the properties of the likelihood function of Spanos' conditional t heteroskedastic model
- 著者
- Jiro Hodoshima
収録刊行物
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- Communications in Statistics-Theory and Methods
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Communications in Statistics-Theory and Methods (掲載確定) 2012