Matlab codes for EGARCH,GARCH-mean

J · November 29th, 2002, 7:00 pm

Hi Any one can tell me where I can find more complete matlab codes for GARCH modelling?thanks

plessas · November 29th, 2002, 9:34 pm

If memory serves they are in their Financial or Time Series Toolbox. You can look that up at www.mathworks.comA less expensive alternative is E-Views.rgds,Dimitris

J · November 30th, 2002, 7:37 am

plessas,What is E-views? Is it free to get it? Can I use E-views to do GARCH modelling?

plessas · November 30th, 2002, 10:03 am

E-Views is a well known econometrics package. It is very easy to use and does a lot of things including GARCH modelling. Its not free and I am not sure on student / demo versions.Try at this site!rgds,Dimitris

A · November 30th, 2002, 2:14 pm

QuoteOriginally posted by: plessasIf memory serves they are in their Financial or Time Series Toolbox. You can look that up at www.mathworks.comA less expensive alternative is E-Views.rgds,DimitrisDo you have an idea of the cost of this package? It's very expensive.

plessas · November 30th, 2002, 2:46 pm

If you are talking about Matlab thats why I suggested Eviews. If you are talking about Eviews there are earlier versions who do GARCH and are not at all expensive.rgds,Dimitris