Store 
Econometrics Toolbox 1.2
Product Description
- Econometrics Toolbox Key Features
- Parameter Estimation
- Monte Carlo Simulation and Forecasting
- Volatility Modeling
- Sample Functions
Monte Carlo Simulation and Forecasting
Econometrics Toolbox lets you perform Monte Carlo simulations and generate minimum mean square error forecasts of both single and multiple time-series models, including univariate ARMAX/GARCH composite models and multivariate VARMAX models.
The toolbox also offers an object hierarchy that lets you simulate a variety of popular SDEs, as well as a suite of interfaces for customizing your own SDE simulation models and methods.
Next Computational Finance Interactive CD
View demos and recorded presentations led by industry experts.
Now On Demand
Connect with MathWorks experts and learn the latest applications of the leading software product for computational finance.
Register today