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Topic: How to estimate garch in mean and BEKK model
Replies: 2   Last Post: Jul 9, 2013 7:53 AM

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feli

Posts: 3
Registered: 7/9/13
How to estimate garch in mean and BEKK model
Posted: Jul 9, 2013 6:31 AM
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Hi,
It's my first time with matlab and i'm working on my my master thesis (Risk premium) and i don'tt know the code matlab uses to estimate the garch in mean and BEKK mode.





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