• Tidak ada hasil yang ditemukan

07350015%2E2013%2E840239

N/A
N/A
Protected

Academic year: 2017

Membagikan "07350015%2E2013%2E840239"

Copied!
15
0
0

Teks penuh

Loading

Gambar

Figure 2. Variations of ηf across generalized Gaussian innovations.
Table 2. ηf for Student’s t QMLEs (row) and innovation distributions (column)
Table 3. Asymptotic relative efficiency of Student’s 7 QMLEsagainst rank-based estimators
Figure 3. Empirical estimates of ηf across S&P 500 componentstocks.
+2

Referensi

Dokumen terkait