readme.fcp.txt
Creators:
Gabriele Fiorentini
;
Giorgio Calzolari
;
Lorenzo Panattoni
From the dataset abstract
In the context of univariate GARCH models we show how analytic first and second derivatives of the log-likelihood can be successfully employed for estimation purposes. Maximum likelihood...
Source: Analytic derivatives and the computation of GARCH estimates (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/30a063a5-1a4b-4040-850c-8ede39fbc5c1/resource/b57487aa-7903-4f97-b64f-fb7f976fe2a9/download/readme.fcp.txt |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
