NGARCH Estimation in MATLAB

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Hosein
Hosein on 7 Jul 2011
Commented: Tomás Lopes on 28 Sep 2020
I'm working on a project in pricing options, I really need to estimate nonlinear GARCH parameters in MATLAB but I cannot find any function for it. Anyone can help?

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Accepted Answer

Sid S
Sid S on 17 Jul 2011
Hi, I'am working on the same thing, if you want we can collaborate together.

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Hosein
Hosein on 17 Jul 2011
Good idea!

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