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://jda-test.zbw.eu/dataset/ea091f6f-2cd6-4176-9d11-5a30415f0003/resource/02ca990c-3d01-4c1a-9e00-c00174446fe1/download/readme.fcp.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
