GARCH Toolbox™ 2.4

Latest Features

Version 2.4

Released: 01 Mar 2008
 

Version 2.4, part of Release 2008a, includes the following enhancements:

• Support for Monte Carlo simulation of stochastic differential equations, which enables modeling of dependent financial and economic variables such as interest rates and equity prices

See the Release Notes for details.

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Version 2.3.2

Released: 01 Sep 2007
 

Version 2.3.2, part of Release 2007b, includes bug fixes.

Version 2.3.1

Released: 01 Mar 2007
 

Version 2.3.1, part of Release 2007a, includes a number of bug fixes. See the Release Notes for details.

Version 2.3

Released: 01 Sep 2006
 
Version 2.3, part of Release 2006b, includes the following enhancements:

• New Hodrick-Prescott filter for separating time series into trend and cyclical components
• New demo that reproduces the results in original paper on U.S. business cycles by Hodrick and Prescott

See the Release Notes for details.

Version 2.2

Released: 01 Mar 2006
 
Version 2.2, part of Release 2006a, includes the following enhancements:

• New Unit Root Tests, including the univariate Phillips-Perron test and the univariate Dickey-Fuller test

See the Release Notes for details.

Version 2.1

Released: 01 Sep 2005
 

Version 2.1, part of Release 14 with Service Pack 3, includes minor enhancements. See the Release Notes for details.

Version 2.0.1

Released: 02 Jun 2004
 

Version 2.0.1 includes bug fixes.