"Constrained Nonlinear Programming for Volatility Estimation with GARCH Models."

Aslihan Altay-Salih, Mustafa Ç. Pinar, Sven Leyffer (2003)

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DOI: 10.1137/S003614450140011

access: closed

type: Journal Article

metadata version: 2022-10-02

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Aslihan Altay-Salih, Mustafa Ç. Pinar, Sven Leyffer:
Constrained Nonlinear Programming for Volatility Estimation with GARCH Models. SIAM Rev. 45(3): 485-503 (2003)

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