View in: Documentation
Use the Bayesian information criterion (BIC) to select the degrees p and q of an ARMA model. Estimate several models with different p and q values. For each estimated model, output the
Specify and fit a GARCH, EGARCH, and GJR model to foreign exchange rate returns. Compare the fits using AIC and BIC.
Run the command by entering it in the MATLAB Command Window. Web browsers do not support MATLAB commands.
You clicked a link that corresponds to this MATLAB command:
Run the command by entering it in the MATLAB Command Window.
Web browsers do not support MATLAB commands.
Choose your country to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a location from the following list:
See all countries