Author:
Fiorentini Gabriele,Calzolari Giorgio,Panattoni Lorenzo
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference29 articles.
1. Bivariate garch estimation of the optimal commodity futures Hedge
2. On the efficient computation of the nonlinear full-information maximum-likelihood estimator
3. and (1991), ‘Simulation of interest rate options using ARCH’, Università di Messina: Facoltà di Scienze Politiche, Istituto di Economia, Statistica e Analisi del Territorio, Quaderno No. 10, presented at the European Meeting of the Econometric Society, Cambridge, UK.
Cited by
82 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献