Analytic Derivatives and the Computation of GARCH Estimates

Gabriele Fiorentini, Giorgio Calzolari and Lorenzo Panattoni

Journal of Applied Econometrics, 1996, vol. 11, issue 4, 399-417

Date: 1996
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Related works:
Working Paper: Analytic Derivatives and the Computation of GARCH Estimates (1995)
Working Paper: Analytic Derivatives and the Computation of Garch Estimates (1995)
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