Quasi Maximum Likelihood

12 August 2017 1 7K Report

Could someone help me to explain parameter estimation method of quasi maximum likelihood for univariate GARCH model ?

If you have a reference about it, please give me the link/ pdf about it. Maybe it'll help me.

Thanks :)

Thank you for the references Mariel Gullian Klanian , finally I've finished my research project for undergraduate thesis

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