Need help with GARCH model in MatLab

1 次查看(过去 30 天)
Hi guys,
I'm a finance student who needs help with econometrics. In my work, I have to use M-GARCH-DCC model in MatLab (or any other program that can do it).
This is what I have:
https://drive.google.com/open?id=1eYejt85xyyIf9gl4GLHyVQGIZhrQWqk0
It shows returns from 12 Variables (calculated as differences of the logarithmic daily closing prices of indexes) for each date(some are blanks which means there is no data for that date).
Example results from the similar research I have to get:
https://imgur.com/a/QFayo
https://imgur.com/a/48Q1n
https://imgur.com/a/RS5Pe
https://imgur.com/a/m0YFj (2 graphs)
Does anyone know how to do this? I would really appreciate it if you could help me.
Thanks in advance! :)

回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Conditional Variance Models 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