fcp-progs.zip
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)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/30a063a5-1a4b-4040-850c-8ede39fbc5c1/resource/0cf93007-073f-4483-919b-7b6805153866/download/fcp-progs.zip |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
