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Version 2.4 (R2008a) GARCH Toolbox Software

This table summarizes new features in V2.4 (R2008a).

New Features and ChangesVersion Compatibility ConsiderationsFixed Bugs and Known Problems

Yes
Details below

No

No

New features and changes follow:

Monte Carlo Simulation of Stochastic Differential Equations

The GARCH Toolbox software now allows you to model dependent financial and economic variables, such as interest rates and equity prices, via Monte Carlo simulation of multivariate diffusion processes. For more information, see Stochastic Differential Equations in the GARCH Toolbox documentation.

  


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