An object-oriented, maximum-likelihood parameter estimation program for GARCH(p,q)

Author(s)
Irineo, Joseph B. (Joseph Bernard), 1976-
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Alternative title
Object-oriented, maximum-likelihood parameter estimation program for generalized autogressive conditional heteroskedasticity
Advisor
Daniel Jackson.
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Description
Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1999.
 
Includes bibliographical references (p. 120).
 
Date issued
1999
URI
http://hdl.handle.net/1721.1/80074
Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Publisher
Massachusetts Institute of Technology
Keywords
Electrical Engineering and Computer Science
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