Analytic Derivatives and the Computation of GARCH Estimates.
| Year of publication: |
1996
|
|---|---|
| Authors: | Fiorentini, Gabriele ; Calzolari, Giorgio ; Panattoni, Lorenzo |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 11.1996, 4, p. 399-417
|
| Publisher: |
John Wiley & Sons, Ltd. |
| Extent: | application/pdf text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005823683