NGARCH Estimation in MATLAB

2011 7 7
2 个回答
回答已采纳
更新时间：2020 9 28
31 次查看（30 天）

0 个投票

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?

请先登录，再回答此问题。

 采纳的回答

Sid S
Sid S 2011-7-17

0 个投票

Hi, I'am working on the same thing, if you want we can collaborate together.

更多回答（1 个）

类别

在 帮助中心 和 File Exchange 中查找有关 Holidays / Seasons 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by