Experience with manual Garch code

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Mads
Mads 2021년 3월 10일
편집: Mads 2021년 3월 10일
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

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