fitting fractionally integrated garch
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Hi,
I am very new to matlab.
I need a code to fit a fractionally integrated garch model to a data set. Can someone please help me with the cording.
Thanks
1 comentario
Walter Roberson
el 18 de Sept. de 2012
Retagged and retitled as a courtesy. Please read http://www.mathworks.co.uk/matlabcentral/answers/43073-a-guide-to-tags
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Más información sobre Conditional Variance Models en Centro de ayuda y File Exchange.
el 17 de Sept. de 2012
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