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Controlchart function with the conditional variance?
I am making a time series with the conditional variance and I want to create a plot. This is my right code. %% Model chart ...
plus de 5 ans il y a | 1 réponse | 0
1
réponseQuestion
How we can fix the fmincon?
I have a GARCH with an exogenous variable with a delta coefficient. I analysed the maximum likelihood estimation to find the f...
plus de 5 ans il y a | 1 réponse | 0
1
réponseQuestion
Index in position 1 exceeds array bounds (must not exceed 1). FMINCON
A Garch model with a Vix as a esogenous variable Yt = dev.std * Epsilon Epsilon = Normal or student (0,1) dev.std^2_t = omega...
plus de 5 ans il y a | 1 réponse | 0
1
réponseQuestion
Maximum likelihood Garch with fmincon
Guys, I am working to create a model Garch with the implementation of another exogenous variable; but I have some problem wit...
plus de 5 ans il y a | 1 réponse | 0
1
réponseQuestion
PROBLEM WITH FUNCTION IF
for n=0.00:0.01:0.20; factor= exp(-(n).*((1:NTcoupon)/Ncoupon)); Price = C*factor' +FV*exp(-(n)*t); disp("th...
environ 6 ans il y a | 1 réponse | 0
