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garch models in octave
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From: |
Kamaraju S Kusumanchi |
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Subject: |
garch models in octave |
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Date: |
Tue, 11 May 2010 06:21:32 -0400 |
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User-agent: |
KNode/0.10.9 |
Is there any octave code available to fit a Garch(p,q) model to some given
data? I see that octave has arch_fit. But nothing for GARCH models
http://en.wikipedia.org/wiki/GARCH#GARCH .
thanks for any pointers
raju
--
Kamaraju S Kusumanchi
http://malayamaarutham.blogspot.com/
- garch models in octave,
Kamaraju S Kusumanchi <=