TY  - JOUR
T1  - Constrained Nonlinear Programming for Volatility Estimation with GARCH Models
A1  - Altay-Salih, A.
A1  - Pinar, M.
A1  - Leyffer, S.
JA  - SIAM Review
Y1  - 2003
VL  - 45
SP  - 485
EP  - 503
ER  -