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I have some question in garchllf.mex

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Hwan-Shik Jung
Hwan-Shik Jung on 4 Sep 2014
Closed: MATLAB Answer Bot on 20 Aug 2021
hello~ i have some question in garchllf.mex files recent, i make some codes to estimate the GARCH model by fmincon functions. but my estimators are different score what GARCHFIT function does. i think my object function of fmincon is different from garchllf.mex. how can i know or open that file??
thank you~!
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Geoff Hayes
Geoff Hayes on 4 Sep 2014
You would need to see the C-file code that generated the MEX file. It is probably named garchllf.c or garchllf.cpp. (I suppose the Garch code could also have been written in Fortran.)

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