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Analytic Derivatives and the Computation of Garch Estimates

Gabriele Fiorentini (), Giorgio Calzolari and L. Panattoni

Working Papers from Centro de Estudios Monetarios Y Financieros-

Keywords: MODELS; TIME SERIES (search for similar items in EconPapers)
JEL-codes: C13 C22 (search for similar items in EconPapers)
Pages: 31 pages
Date: 1995
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Journal Article: Analytic Derivatives and the Computation of GARCH Estimates (1996) Downloads
Working Paper: Analytic Derivatives and the Computation of GARCH Estimates (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:cemfdt:9519

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