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Alberto Grassi


Università Commerciale Luigi Bocconi

3 total contributions since 2017

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Question


Calculate eigenvectors without the function eig
Hi! I am trying to write a function which can calculate the eigenvalues and eigenvectors of a generic square matrix, and I wan...

2 years ago | 2 answers | 0

2

answers

Question


how to define a maximum likelihood through @
Hi! I am minimizing a negative maximum likelihood with fmincon. The function is function [neg_likelihood]=nlh_garchmida...

2 years ago | 0 answers | 0

0

answers

Question


Create robust standard errors in a garch model
Hi, I am estimating a garch model and I would like to obtain robust standard errors and t-statistics after the estimation. To es...

2 years ago | 0 answers | 0

0

answers