From: Morcheeba A. on 4 Feb 2010 04:33 Hi all, I am looking for a code, taking raw data as input and producing rolling GARCH parameters and forecasts at the chosen window and horizon. I have seen some attempts in this forum, but nothing finalized. I am not a programmer yet, but I need the GARCH application for my academic work before I can learn to produce the code myself :/ I would very much appreciate your help.
|
Pages: 1 Prev: 3d cube to 3d cylinder Next: constrain normrnd to two standard deviations |