ARMA Models with GARCH APARCH Errors - NumXL - Document - PDFSEARCH.IO

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Date: 2011-10-05 21:02:31 Time series analysis Normal distribution Likelihood function Regression analysis NumXL Statistics Econometrics Autoregressive conditional heteroskedasticity		ARMA Models with GARCH/APARCH Errors Add to Reading List Source URL: www-stat.wharton.upenn.edu Download Document from Source Website File Size: 1,26 MB Share Document on Facebook