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Fourier type estimation of the power garch model with stable paretian innovations

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Figure

Figure 1: Empirical distribution of the ECF estimator over 1, 000 independent simulations
Figure 2: As Figure 1, but for the sample size T = 20, 000.
Table 1: Comparison of the ECF and the MLE on 10 simulations of the
Table 3: Log-GARCH(1,1) models fitted by ECF estimator on daily returns of

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