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Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
;
Calzolari, Giorgio
;
Panattoni, Lorenzo
-
1995
Persistent link: https://www.econbiz.de/10000924232
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The score of conditionally heteroskedastic dynamic regression models with student t innovations, and an LM test for multivariate normality
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
-
2000
Persistent link: https://www.econbiz.de/10001525130
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Constrained EMM and indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001486774
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