Resources for estimating, simulating, and forecasting with GARCH models and Econometrics Toolbox

http://www.mathworks.com/discovery/garch-models.html

First submitted by Stuart Kozola on 26 Oct 2011

Discovery page covering GARCH modeling in MATLAB

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Date	Contributor	Description	Rating
26 Oct 2011	Stuart Kozola	Learn how to model GARCH processes in MATLAB. Resources include examples and documentation covering GJR, EGARCH, and GARCH models.

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Tag Activity

Tag	Applied By	Date/Time
value at risk	Carlos Freyre	5 Mar 2012 at 11:47pm
gjr	Stuart Kozola	26 Oct 2011 at 3:34pm
forecasting	Stuart Kozola	26 Oct 2011 at 3:34pm
estimation	Stuart Kozola	26 Oct 2011 at 3:34pm
simulation	Stuart Kozola	26 Oct 2011 at 3:34pm
econometrics	Stuart Kozola	26 Oct 2011 at 3:34pm
garch volatility	Stuart Kozola	26 Oct 2011 at 3:34pm
egarch	Stuart Kozola	26 Oct 2011 at 3:34pm
garch processes	Stuart Kozola	26 Oct 2011 at 3:34pm
garch model	Stuart Kozola	26 Oct 2011 at 3:34pm
garch models	Stuart Kozola	26 Oct 2011 at 3:34pm
garch	Stuart Kozola	26 Oct 2011 at 3:34pm