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)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/ea091f6f-2cd6-4176-9d11-5a30415f0003/resource/216f6257-3274-4e0f-839d-1837ed42413e/download/fcp-progs.zip |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
