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August 30th, 2018, 03:26 AM  #1 
Newbie Joined: Aug 2018 From: Italia Posts: 1 Thanks: 0  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 https://pdfs.semanticscholar.org/29e...668.1535448701 , I minimized the loglikelihood function with MATLAB. The model is ARJIGARCH and MATLAB do not provide any functions related to it. Now I have to compute tstat for the vector of estimated parameters, anyone could help me? Thank you in advance and sorry for my imperfect english. 

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calculations, error, estimated, parameters, std 
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