order of a garch process
1 vue (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hello,
I have a data set which is believed to be garch(p,q). Is there any method in matlab I can use to estimate the value of p and q please?
Much thanks!
dav
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Conditional Variance Models dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!