Convergeplease freeware
Convergeplease
Added: May 09, 2013 | Visits: 527
The Extended GARCH Toolbox estimates a variety of GARCH models with different distributions and for any order of ARCH (p) and GARCH (q) effects.The supported models are:GARCH: Bollerslev (1986)GJR-GARCH: Glosten et al. (1993) EGARCH: Nelson (1991) NARCH: Nonlinear ARCH: Engle and Bollerslev...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (52): Extended GARCH Toolbox Download |