Description: The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| tarch_likelihood.m | 3095 | 2012-03-26
|
| tarch_parameter_check.m | 4939 | 2012-03-26
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| tarch_simulate.m | 5814 | 2012-03-26
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| tarch_starting_values.m | 5443 | 2012-03-26
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| tarch_transform.m | 5402 | 2012-03-26
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| tarch.m | 12743 | 2012-04-08
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| tarch_core.m | 2564 | 2012-04-05
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| tarch_core_simple.m | 2659 | 2012-04-16
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| tarch_display.m | 7650 | 2013-01-31
|
| tarch_itransform.m | 3836 | 2012-03-26 |
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