User's guide

Journal of Economic Dynamics and Control

Volumn 27, Issue 10, 2003, Pages 1739-1742

  Jondeau, Eric ^a   Rockinger, Michael ^b  

^a BANQUE DE FRANCE   (France)

^b HEC PARIS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037411908     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(02)00080-5     Document Type: Article

References (3)

1. Gill, Ph.E., Murray, W., Saunders, M.A., 1997a. User's Guide for SNOPT 5.3: a Fortran Package for Large-Scale Nonlinear Programming. http://sdna3.ucsd.edu/~peg http://www.stanford.edu/~walter, http://www.stanford.edu/~saunders.
2. iwGill, Ph.E., Murray, W., Saunders, M.A., 1997b. SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization. http://sdna3.ucsd.edu/~peg, http://www.stanford.edu/~walter. http://www.stanford.edu/~saunders.
3. Jondeau, E., Rockinger, M., 2003. Conditional volatility, skewness and kurtosis: existence, persistence, and comovements. Journal of Economic Dynamics & Control, this issue.