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List of forum topicsenHow to estimate garch in mean and BEKK model
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]]>Jul 9, 2013 7:53:11 AMJul 9, 2013 7:53:11 AMfeli8b@hotmail.com0Re: How to estimate garch in mean and BEKK model
http://mathforum.org/kb/thread.jspa?messageID=9161112&tstart=0#9161112
Currently, MathWorks does not support GARCH-in-Mean nor multi-variate GARCH models such as BEKK.

The freeware MATLAB]]>Jul 9, 2013 7:39:10 AMJul 9, 2013 7:39:10 AMrick.baker@mathworks.com1How to estimate garch in mean and BEKK model
http://mathforum.org/kb/thread.jspa?messageID=9161077&tstart=0#9161077
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]]>Jul 9, 2013 6:31:11 AMJul 9, 2013 6:31:11 AMfeli8b@hotmail.com2