MathGroup Archive 2005

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: q: Code for GARCH model in Mathematica

The Time Series application pack has a GARCH model.  I did not find a
separate implementation on the WRI web site 


Bruce Miller
Wolfram Research

On Dec 10, 2005, at 5:02 AM, Mark Coleman wrote:

> Hi,
> Has anyone implemented code for a GARCH model (a statistical model
> commonly used in financial econometrics) in Mathematica v5?
> Thanks,
> -Mark

  • Prev by Date: Re: How to compute this sum?
  • Next by Date: Re: PDF/Illustrator Oddity
  • Previous by thread: q: Code for GARCH model in Mathematica
  • Next by thread: Assign a value to a variable