Constrained Nonlinear Programming for Volatility Estimation with GARCH Models
Aslihan Altay-Salih, Mustafa Ç. Pinar and Sven LeyfferVolume:
45
Language:
english
Journal:
SIAM Review
DOI:
10.2307/25054429
Date:
September, 2003
File:
PDF, 2.31 MB
english, 2003