An object-oriented, maximum-likelihood parameter estimation program for GARCH(p,q)

Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1999.

Bibliographic Details
Main Author:	Irineo, Joseph B. (Joseph Bernard), 1976-
Other Authors:	Daniel Jackson.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2013
Subjects:	Electrical Engineering and Computer Science
Online Access:	http://hdl.handle.net/1721.1/80074

Internet

http://hdl.handle.net/1721.1/80074