Page 1 of 1
Java for GARCH(1, 1)
Posted: June 9th, 2004, 2:14 pm
by Farhad
I am looking for a Java numerical library that has GARCH implemented. Any links anyone?Thank you,Farhad
Java for GARCH(1, 1)
Posted: June 11th, 2004, 10:19 am
by doofusmaximus
Farhad,
http://www.vni.com/products/imsl/jmsl.htmlyou have to buy it, I dont think there are freeware libaries on this. If you can give me a reference to a detailed worked out example I could help you writeit , Have a lot of Java experience and good math background.df
Java for GARCH(1, 1)
Posted: April 26th, 2006, 4:44 am
by krishnamruthyu
Hi, Have you implemented GARCH (1,1) in JAVA. pls let me know how you have done it. I need to implement it in JAVA.Krishna
Java for GARCH(1, 1)
Posted: December 11th, 2010, 12:56 pm
by hli7
not sure if this comes in too late...SuanShu has a GARCH package that does simulation and fitting (same as in R).It is free if you have an academic email.