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August 30th, 2018, 02:26 AM   #1
Joined: Aug 2018
From: Italia

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Std error calculations for estimated parameters

Hi everyone, I am finance student from Italy and I need help for computing std errors for parameters I estimated by means of MLE. Following this paper , I minimized the log-likelihood function with MATLAB. The model is ARJI-GARCH and MATLAB do not provide any functions related to it.

Now I have to compute t-stat for the vector of estimated parameters, anyone could help me?

Thank you in advance and sorry for my imperfect english.
AntoGr is offline  

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