Hi , I have a question about estimating of Value At Risk using matlab, i have some data( returns of a portfolio) and i want to estimate sigma using garch model. How can i do it?
@nitintoopran68667 жыл бұрын
Did you get how to do it? I'd need the same, please let me know if you did.
@TadasTalaikis9 жыл бұрын
This list of functions seems cool, but where do we find one (in the window, not doc)? :)
@guiriamine15369 жыл бұрын
Tadas Talaikis interesting but how I can do copy paste dates from excel to matlab, it only takes values, thank you