Experience with manual Garch code

1 次查看（过去 30 天）
Mads
Mads 2021-3-10
编辑： Mads 2021-3-10
Hello. My goal is to create a garch(1,1) model of the us Treasury bond yields. I know that matlab has some build-in functions. But i am also very interested to hear, if anyone have experience with at manually coded garch, espicially in regards of forecasting?
Thanks,
Mads

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File 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