GARCH modelling in finance: a review of the software options.
A review of three software packages for estimating one special case of a class of models that are generally of particular importance in financial econometrics, namely GARCH models. The packages include GAUSS, by Aptech Systems Inc.; RATS, by Estima; and TSP, by TSP International.
| Publicado en: | Economic Journal Vol. 107; pp. 1271 - 1277 |
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| Autor principal: | |
| Formato: | Product Evaluation |
| Publicado: |
Wiley-Blackwell
July 1997
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| Acceso en línea: | Ver este registro en EBSCOhost |
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