In the previous equation, assume that t follows a standardized Student-t distribution with v degrees of freedom.

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In the previous equation, assume that εt follows a standardized Student-t distribution with v degrees of freedom. Derive the conditional log likelihood function of the data.

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Analysis Of Financial Time Series

ISBN: 9780471690740

2nd Edition

Authors: Ruey S. Tsay

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Question Posted: Jun 10, 2024 02:03 AM

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In the previous equation, assume that t follows a standardized Student-t distribution with v degrees of freedom.

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Analysis Of Financial Time Series

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