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GARCH Estimates: Analytic Derivatives

  Link Details for: GARCH Estimates: Analytic Derivatives
Link Title: GARCH Estimates: Analytic Derivatives Open in a new window
Link URL: http://qed.econ.queensu.ca/jae/1996-v11.4/fiorentini-calzolari-panattoni/fcp-progs.zip
Link Details: By Gabriele Fiorentini, Giorgio Calzolari, and Lorenzo Panattoni, for a 1996 paper in the Journal of Applied Econometrics.
Category: Top : Computers : Programming : Languages : Fortran : Source_Code : Statistics_and_Econometrics
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GARCH Estimates: Analytic Derivatives