Analytic Derivatives and the Computation of Garch Estimates.
| Year of publication: |
1995
|
|---|---|
| Authors: | Fiorentini, G. ; Calzolari, G. ; Panattoni, L. |
| Institutions: | Centro de Estudios Monetarios y Financieros (CEMFI) |
| Subject: | MODELS | TIME SERIES |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 31 pages |
| Classification: | C22 - Time-Series Models ; C13 - Estimation |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005776187