An object-oriented, maximum-likelihood parameter estimation program for GARCH(p,q)
Name
43478776-MIT.pdf
Description
Full printable version
Size
4.28 MB
Format
Adobe PDF
Checksum (MD5)
2bbd78370c115165d4b30785c5a8252d
Author(s)
Irineo, Joseph B. (Joseph Bernard), 1976-
Advisor(s)
Daniel Jackson.
Alternative Title
Object-oriented, maximum-likelihood parameter estimation program for generalized autogressive conditional heteroskedasticity
Date Issued
1999
Publisher
Massachusetts Institute of Technology
Description
Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1999.
Includes bibliographical references (p. 120).
Subjects
Electrical Engineering and Computer Science
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
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