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Fara


Active since 2011

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Answered
Undefined function or variable 'price2ret'
Hi Walter, Thanks for your help. The only thing in your list that I wouldn't be able to verified is that "Matlab didn't noti...

13 years ago | 0

Answered
Undefined function or variable 'price2ret'
Problem persists even if I follows the example in Help as: m = 100*exp(0.10*[0:19]'); R = price2ret(m); Error message: ???...

13 years ago | 0

Question


Undefined function or variable 'price2ret'
I have installed Matlab in a new computer and try to re-run one of my m files which call price2ret. My m file works before but ...

13 years ago | 3 answers | 0

3

answers

Answered
Strange error in fmincon with nonlinear constraints
Hi Manthos, That may not be the issue. I used non-linear constraints for my codes too and I only passed input parameters (i.e....

13 years ago | 0

Answered
fmincon (how to set square of a parameter in a constraint)
Thanks. Haven't tried it before. Will check it out.

13 years ago | 0

Question


fmincon (how to set square of a parameter in a constraint)
I am trying to build a multivariate BEKK on GARCH(1,1), where H(t) = kk' + a'e(t-1)e(t-1)'a + b'H(t-1)b. One of the const...

13 years ago | 2 answers | 0

2

answers