中文说明:MATLAB代码!估计参数GARCH(1,1)使用MLE估计模型。然后通过仿真,检查2类错误(大小和功率测试),以确保您建立正确的模型;
English Description:
Matlab Code! Estimate parameters of GARCH(1,1) model using MLE estimation. Then check two types of error(size and power test) through simulation to make sure you build the model correctly. Matlab Code! Estimate parameters of GARCH(1,1) model using MLE estimation. Then check two types of error(size and power test) through simulation to make sure you build the model correctly.