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q: Code for GARCH model in Mathematica

• To: mathgroup at smc.vnet.net
• Subject: [mg62988] q: Code for GARCH model in Mathematica
• From: Mark Coleman <mark at markscoleman.com>
• Date: Sat, 10 Dec 2005 06:02:57 -0500 (EST)
• Sender: owner-wri-mathgroup at wolfram.com

Hi,

Has anyone implemented code for a GARCH model (a statistical model  
commonly used in financial econometrics) in Mathematica v5?

Thanks,

-Mark

• Follow-Ups:
  • Re: q: Code for GARCH model in Mathematica
    • From: Bruce Miller <brucem@wolfram.com>