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Shrinkage estimation in ARMA-GARCH regression models with an application in Bitcoin returns

Dissertation (MSc (Mathematical Statistics))--University of Pretoria, 2019.

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Bibliographic Details
Other Authors:	Kleyn, Judy
Format:	Thesis
Language:	English
Published:	University of Pretoria 2020
Subjects:	UCTD ARMA-GARCH regression Bitcoin return Maximum likelihood estimation (MLE) Preliminary test estimator Shrinkage estimator
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Internet

http://hdl.handle.net/2263/73238