NGARCH Estimation in MATLAB

3 visualizzazioni (ultimi 30 giorni)
Hosein
Hosein il 7 Lug 2011
Commentato: Tomás Lopes il 28 Set 2020
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?

Accedi per rispondere a questa domanda.

Risposta accettata

Sid S
Sid S il 17 Lug 2011
Hi, I'am working on the same thing, if you want we can collaborate together.

Più risposte (1)

Hosein
Hosein il 17 Lug 2011
Good idea!

Categorie

Scopri di più su Model Predictive Control Toolbox in Help Center e File Exchange

Tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by