Be the first to rate this file! 8 Downloads (last 30 days) File Size: 4.53 KB File ID: #29020 Version: 1.0

Modeling & Predicting stock prices with volatility analysis



Ito's Lemma, Heteroskedasticity (GARCH) model, Brownian Motion

| Watch this File

File Information

Academic Project aimed at capturing, modeling and predicting stock behavior

Required Products Econometrics Toolbox
MATLAB release MATLAB 7.10 (R2010a)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.

Contact us