Modelling GARCH (1,1)

Discussions of ARCH, GARCH, and related models
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Aktar
Posts: 35
Joined: Thu Apr 16, 2009 8:12 am

Modelling GARCH (1,1)

Unread post by Aktar »

Hi

I search programmes and documentation for modelling a GARCH (1,1) for returns on asstes... which is the best programmes on rats you recommend ? i don't know very very well RATS

thanks in advance
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TomDoan
Posts: 7826
Joined: Wed Nov 01, 2006 4:36 pm

Re: Modelling GARCH (1,1)

Unread post by TomDoan »

The GARCH(1,1) model is covered by the GARCH wizard and is rather straightforward.
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