Analytic Derivatives and the Computation of GARCH Estimates

Gabriele Fiorentini, Giorgio Calzolari and Lorenzo Panattoni

Working Papers from CEMFI

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