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Journal of applied econometrics
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Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
- In:
Journal of applied econometrics
11
(
1996
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4
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pp. 399-417
Persistent link: https://www.econbiz.de/10001202516
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Alternative specifications of the error process in the stochastic simulation of econometric models
Sterbenz, Frederic P.
- In:
Journal of applied econometrics
5
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1990
)
2
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pp. 137-150
Persistent link: https://www.econbiz.de/10001089143
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