Analytic derivatives and the computation of GARCH estimates
Year of publication: |
1995
|
---|---|
Authors: | Fiorentini, Gabriele ; Calzolari, Giorgio ; Panattoni, Lorenzo |
Publisher: |
Madrid |
Subject: | Schätztheorie | Estimation theory |
-
Feng, Guohua, (2015)
-
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
-
Inference for rank-rank regressions
Chetverikov, Denis N., (2023)
- More ...
-
Alternative estimators of the covariance matrix in GARCH models
Calzolari, Giorgio, (1993)
-
Analytic Derivatives and the Computation of GARCH Estimates.
Fiorentini, Gabriele, (1996)
-
Alternative estimators of the covariance matrix in GARCH models
Calzolari, Giorgio, (1993)
- More ...