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Numerical optimization of the likelihood function based on Kalman filter in the GARCH models

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Bibliographic Details
Date:	2022
Main Author:	M. Benmoumen
Format:	Article
Language:	English
Published:	2022
Series:	Mathematical Modeling and Computing
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0001373429
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Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS

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