NGARCH Estimation in MATLAB
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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?
1 commentaire
Tomás Lopes
le 28 Sep 2020
Did you guys managed to do it?
Réponse acceptée
Sid S
le 17 Juil 2011
0 votes
Hi, I'am working on the same thing, if you want we can collaborate together.
Plus de réponses (1)
Hosein
le 17 Juil 2011
0 votes
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