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Mean-variance econometric analysis of household portfolios
Miniaci, Raffaele; Pastorello, Sergio - In: Journal of applied econometrics 25 (2010) 3, pp. 481-504
Persistent link: https://www.econbiz.de/10008667539
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Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele - In: Journal of applied econometrics 11 (1996) 4, 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 (1990) 2, pp. 137-150
Persistent link: https://www.econbiz.de/10001089143
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Analytic Derivatives and the Computation of GARCH Estimates
Fiorentini, G.; Calzolari, G.; Panattoni, L. - In: Journal of applied econometrics 11 (1996) 4, pp. 399-418
Persistent link: https://www.econbiz.de/10007004161