[BibTeX] [RIS]
Constrained Nonlinear Programming for Volatility Estimation with GARCH Models
Type of publication: Article
Citation:
Publication status: Accepted
Journal: SIAM Review
Volume: 45
Year: 2003
Pages: 485-503
Keywords:
Authors Altay-Salih, A.
Pinar, M.
Leyffer, S.
Added by: []
Total mark: 5
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