Godambe freeware
Godambe
Added: June 13, 2013 | Visits: 350
Updates from version 2.0:1. The marginal GARCH models are estimated from the toolbox functions (without the use of the econometrics/GARCH toolbox of MATLAB).2. Hansen's Skew t distribution for the margins is supported.3. Asymptotic standard errors are computed (Godambe info. matrix)
Platforms: Matlab
License: Freeware | Size: 235.52 KB | Download (47): Dynamic Copula Toolbox Download |