Analytic derivatives and the computation of GARCH estimates
Gabriele Fiorentini, Giorgio Calzolari, Lorenzo PanattoniVolume:
11
Year:
1996
Language:
english
Pages:
19
DOI:
10.1002/(sici)1099-1255(199607)11:43.0.co;2-r
File:
PDF, 1.02 MB
english, 1996