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MathGroup Archive 2005

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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


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