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 Kommentar
Tomás Lopes
am 28 Sep. 2020
Did you guys managed to do it?
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Sid S
am 17 Jul. 2011
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Hi, I'am working on the same thing, if you want we can collaborate together.
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Hosein
am 17 Jul. 2011
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