Likelihood function optimization of elliptical copula models with financial applications

P. Palmitesta and C. Provasi

No 327, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Maximum likelihood estimation; global optimization; heuristics (search for similar items in EconPapers)
JEL-codes: C61 C15 (search for similar items in EconPapers)
Date: 2002-07-01

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Persistent link: http://EconPapers.repec.org/RePEc:sce:scecf2:327

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