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scientific article; zbMATH DE number 2002583
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scientific article; zbMATH DE number 2002583

    Statements

    author
    Aslihan Altay-Salih
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    Mustafa Çelebi Pinar
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    Sven Leyffer
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    publication date
    10 November 2003
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    zbMATH Keywords
    time series econometrics
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    constrained nonlinear programming
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    multivariate GARCH
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    volatility estimation
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    maximum likelihood estimation
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    Identifiers

    Mathematics Subject Classification ID
    90C30
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    90C90
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    62M10
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    91B84
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    zbMATH DE Number
    2002583
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