NGARCH Estimation in MATLAB

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Hosein
Hosein 2011-7-7
评论： Tomás Lopes 2020-9-28
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?

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Sid S
Sid S 2011-7-17
Hi, I'am working on the same thing, if you want we can collaborate together.

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Hosein
Hosein 2011-7-17
Good idea!

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