fitparp function
fitparp estimate the parameters of specified GARCH marginals models
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
Cite As
Ali Najjar (2026). fitparp function (https://www.mathworks.com/matlabcentral/fileexchange/32215-fitparp-function), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: Dynamic Copula Toolbox 3.0
General Information
- Version 1.5.0 (1.92 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux