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Lurion De Mello


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Comments and Ratings by Lurion De Mello
Updated File Comments Rating
27 Sep 2011 ARMAX-GARCH-K Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications) ARMAX-GARCH-K Toolbox Author: Alexandros Gabrielsen

A lot of hard work here!
Does this do multivariate version of the supported models?
Thanks a lot

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