fitting fractionally integrated garch
Show older comments
Hi,
I am very new to matlab.
I need a code to fit a fractionally integrated garch model to a data set. Can someone please help me with the cording.
Thanks
1 Comment
Walter Roberson
on 18 Sep 2012
Retagged and retitled as a courtesy. Please read http://www.mathworks.co.uk/matlabcentral/answers/43073-a-guide-to-tags
Answers (0)
Categories
Find more on Conditional Variance Models in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!