@data{jae.2022313.1255505769, author = {Fiorentini, Gabriele and Calzolari, Giorgio and Panattoni, Lorenzo}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {analytic-derivatives-and-the-computation-of-garch-estimates}, year = {1996}, version = {1}, url = {https://journaldata.zbw.eu/dataset/analytic-derivatives-and-the-computation-of-garch-estimates}, doi = "10.15456/jae.2022313.1255505769" }