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code for garch-in-mean matlab
I need to estimate garch-in-mean with Garch(1,1) to get the estimated parameters. I have a series of returns, y, and so my 2 equ...
11년 초과 전 | 답변 수: 0 | 0
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Use mex files in matlab for MAC
I need to use a function designed to provide ARMA-Garch-in-Mean estimation in matlab and I found a code online in a mex file. Th...
11년 초과 전 | 답변 수: 1 | 2
