Matches in SemOpenAlex for { <https://semopenalex.org/work/W437557317> ?p ?o ?g. }
- W437557317 abstract "This paper discusses general issues related to estimation of multivariate GARCH models. The estimation is a numerical procedure and therefore understanding the model at hand and the algorithms used, as well as recognizing potential numerical problems encountered along the way, are of tantamount importance in order to produce reliable model estimates. Special emphasis is put on the computational aspects, such as numerical methods, software programs, use of object oriented programming, and efficiency of computer code." @default.
- W437557317 created "2016-06-24" @default.
- W437557317 creator A5068014514 @default.
- W437557317 date "2006-01-01" @default.
- W437557317 modified "2023-09-24" @default.
- W437557317 title "Essays on autoregressive conditional heteroskedasticity" @default.
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