NGARCH Estimation in MATLAB
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I'm working on a project in pricing options, I really need to estimate nonlinear GARCH parameters in MATLAB but I cannot find any function for it. Anyone can help?
1 Commento
Tomás Lopes
il 28 Set 2020
Did you guys managed to do it?
Risposta accettata
Sid S
il 17 Lug 2011
0 voti
Hi, I'am working on the same thing, if you want we can collaborate together.
Più risposte (1)
Hosein
il 17 Lug 2011
0 voti
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