Analytic Derivatives and the Computation of GARCH Estimates
| Year of publication: |
1996
|
|---|---|
| Authors: | Fiorentini, G. ; Calzolari, G. ; Panattoni, L. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 11.1996, 4, p. 399-418
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