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[Windows DevelopGARCH_n[1]

Description: Estimates a GARCH(1,1) under the normality assumption
Platform: | Size: 1024 | Author: keerthi | Hits:

[matlabGARCH_n

Description: estimates a GARCH(1,1) under the assumption that residuals are normal
Platform: | Size: 1024 | Author: daan | Hits:

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