Analytic Derivatives and the Computation of GARCH Estimates.
Year of publication: |
1996
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Authors: | Fiorentini, Gabriele ; Calzolari, Giorgio ; Panattoni, Lorenzo |
Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 11.1996, 4, p. 399-417
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Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Online Resource
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