Analytic derivatives and the computation of GARCH estimates
- 1 July 1996
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 11 (4) , 399-417
- https://doi.org/10.1002/(sici)1099-1255(199607)11:4<399::aid-jae401>3.0.co;2-r
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This publication has 21 references indexed in Scilit:
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