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Nuisance parameters, composite likelihoods and a panel of GARCH models Cavit Pakel Department of Economics, University of Oxford & Oxford-Man Institute, University of Oxford, Eagle House, Walton Well Road, Oxford OX2 6ED
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Document Date: 2013-10-03 16:09:33
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Nuisance parameters, composite likelihoods and a panel of GARCH models Cavit Pakel Department of Economics, University of Oxford & Oxford-Man Institute, University of Oxford, Eagle House, Walton Well Road, Oxford OX2 6ED