Analytic derivatives and the computation of GARCH estimates
Year of publication: |
1996
|
---|---|
Authors: | Fiorentini, Gabriele |
Other Persons: | Calzolari, Giorgio (contributor) ; Panattoni, Lorenzo (contributor) |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 11.1996, 4, p. 399-417
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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