Daniel Straumann

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Papers (2)

1. Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach math.ST · 2007 · author #1
2. Stable limits of martingale transforms with application to the estimation of GARCH parameters math.ST · 2006 · author #2

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Frequent Coauthors

• Thomas Mikosch 2 shared papers