Garch model using constrained nonlinear optimisation我要分享

Garch model using constrained nonlinear optimisati

matlab

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中文说明:这个项目仍在编码中,它试图实现本文提出的garch模型


English Description:

this is project still being coded it "tries" to implement the garch model proposed by this article http://www.jstor.org/discover/10.2307/25054429?uid=3738880&uid=2&uid=4&sid=21103835560723 as I said it is different way of coding the garch model using a constrained non-linear programming.


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