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.
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2013
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| Online Access: | http://hdl.handle.net/1721.1/80074 |
| _version_ | 1811093875723337728 |
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| author | Irineo, Joseph B. (Joseph Bernard), 1976- |
| author2 | Daniel Jackson. |
| author_facet | Daniel Jackson. Irineo, Joseph B. (Joseph Bernard), 1976- |
| author_sort | Irineo, Joseph B. (Joseph Bernard), 1976- |
| collection | MIT |
| description | Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1999. |
| first_indexed | 2024-09-23T15:52:06Z |
| format | Thesis |
| id | mit-1721.1/80074 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T15:52:06Z |
| publishDate | 2013 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/800742019-04-12T16:02:22Z An object-oriented, maximum-likelihood parameter estimation program for GARCH(p,q) Object-oriented, maximum-likelihood parameter estimation program for generalized autogressive conditional heteroskedasticity Irineo, Joseph B. (Joseph Bernard), 1976- Daniel Jackson. Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science Electrical Engineering and Computer Science Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1999. Includes bibliographical references (p. 120). by Joseph B. Irineo. M.Eng. 2013-08-22T18:49:44Z 2013-08-22T18:49:44Z 1999 1999 Thesis http://hdl.handle.net/1721.1/80074 43478776 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 120 p. application/pdf Massachusetts Institute of Technology |
| spellingShingle | Electrical Engineering and Computer Science Irineo, Joseph B. (Joseph Bernard), 1976- An object-oriented, maximum-likelihood parameter estimation program for GARCH(p,q) |
| title | An object-oriented, maximum-likelihood parameter estimation program for GARCH(p,q) |
| title_full | An object-oriented, maximum-likelihood parameter estimation program for GARCH(p,q) |
| title_fullStr | An object-oriented, maximum-likelihood parameter estimation program for GARCH(p,q) |
| title_full_unstemmed | An object-oriented, maximum-likelihood parameter estimation program for GARCH(p,q) |
| title_short | An object-oriented, maximum-likelihood parameter estimation program for GARCH(p,q) |
| title_sort | object oriented maximum likelihood parameter estimation program for garch p q |
| topic | Electrical Engineering and Computer Science |
| url | http://hdl.handle.net/1721.1/80074 |
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