![]() ![]() This Matlab m-file (saved as a “txt” file) The GARCH toolbox can be foundĬode for Hansen's (1994) skewed t distributionįunctions: the pdf, cdf, log-likelihood, inverse cdf and a function to generate random draws from the skewedĪutoregressive Conditional Density Estimation, International EconomicĬode for Politis and White's (2004) automatic ![]() Some of my programs call some of Kevin's functions, Kevin Sheppard's GARCH Toolbox for Matlabįunctions relating to estimating and simulating both univariate and It must be installed before my code will work. This toolbox contains many useful programs forĮconometricians. What ever you want with it, including make money by ![]() If you find any mistakes or bugs in the code please let me know.īSD license, which means that you can do pretty much Code I've written during the course of my research. ![]()
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |