0 投票

Hello. My goal is to create a garch(1,1) model of the us Treasury bond yields. I know that matlab has some build-in functions. But i am also very interested to hear, if anyone have experience with at manually coded garch, espicially in regards of forecasting?
Thanks,
Mads

サインインしてこの質問に回答する。

回答 (0 件)

カテゴリ

ヘルプ センター および File Exchange で Financial Toolbox についてさらに検索

タグ

質問済み:

Mads
Mads
2021 年 3 月 10 日

編集済み:

Mads
Mads
2021 年 3 月 10 日

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by