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Product Documentation

Version 2.3 (R2006b) GARCH Toolbox Software

This table summarizes new features in V2.3 (R2006b).

New Features and ChangesVersion Compatibility ConsiderationsFixed Bugs and Known Problems

Yes
Details below

No

No

New features and changes follow:

Data Preprocessing

A new Hodrick-Prescott filter, hpfilter, separates time series into trend and cyclical components

Demos

A new demo uses the hpfilter function to reproduce the results in Hodrick and Prescott's original paper on U.S. business cycles

  


Free Interactive Computational Finance CD

View demos and recorded presentations led by industry experts.

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