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Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: GARCH with Matlab
Replies: 1   Last Post: Jun 27, 1996 3:28 PM

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Mika Vaihekoski

Posts: 3
Registered: 12/7/04
GARCH with Matlab
Posted: Jun 27, 1996 7:25 AM
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Is it possible to do GARCH/ARCH and ML estimation with Matlab? Is
optimization toolbox necessary or helpfull? Any ideas/examples?

Mika Vaihekoski
mika.vaihekoski@shh.fi





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