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Rui Ascenso


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code for garch-in-mean matlab
I need to estimate garch-in-mean with Garch(1,1) to get the estimated parameters. I have a series of returns, y, and so my 2 equ...

11 years ago | 0 answers | 0

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Use mex files in matlab for MAC
I need to use a function designed to provide ARMA-Garch-in-Mean estimation in matlab and I found a code online in a mex file. Th...

11 years ago | 1 answer | 2

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