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person:"Laurent, Sébastien"
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Laurent, Sébastien
Eckstein, Peter P.
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Bridging the GAP between Ox and Gauss using OxGauss
Laurent, Sébastien
;
Urbain, Jean-Pierre
-
2004
Persistent link: https://www.econbiz.de/10002061631
Saved in:
2
Bridging the gap between OX and Gauss using OxGauss
Laurent, Sébastien
;
Urbain, Jean-Pierre
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 131-139
Persistent link: https://www.econbiz.de/10003027446
Saved in:
3
Bridging the gap between Ox and Gauss using Oxgauss
Laurent, Sébastien
;
Urbain, Jean-Pierre
-
2004
Persistent link: https://www.econbiz.de/10002016763
Saved in:
4
GRCH 2.2: an Ox package for estimating and forecasting various ARCH models
Laurent, Sébastien
;
Peters, Jean-Philippe
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 211-249)
.
2003
Persistent link: https://www.econbiz.de/10001932675
Saved in:
5
GRCH 2.2 : an Ox package for estimating and forecasting various ARCH models
Laurent, Sébastien
;
Peters, Jean-Philippe
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 447-485
Persistent link: https://www.econbiz.de/10001686271
Saved in:
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