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Matlab Finance Code

Kevin Sheppard’s GARCH Toolbox for Matlab

Posted on | April 10, 2012 | 1 Comment

This toolbox contains many useful functions relating to estimating and simulating both univariate and multivariate GARCH models. Some of my programs call some of Kevin’s functions, so this also needs to be installed. The GARCH toolbox can be found here.

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One Response to “Kevin Sheppard’s GARCH Toolbox for Matlab”

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    May 28th, 2013 @ 5:39 pm

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    [Reply]

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