用excel 编garch - 金融工程(数量金融)与金融衍生..._人大经济论坛

来自 : 经管之家 发布时间：2021-03-24

bllly003 发表于 2013-10-12 04:15
ok, this is some serious advance programming... thanks for sharingActually it is not that hard, you can input the GARCH parameters in several cells and calculate the likelihood function in another cell and use solver to find the parameter cells\' values that maximize the cell in which the likelihood function lies.
best,

2013年10月12日thank you very much, i have download the excel , and it is very useful for my group project of quantitative method , about your question , i...用excel 编garch 用excel EXCEL GARCH ARCH exce用excel 编garch,如何用excel编garch,经管之家(原人大经济论坛)用excel 编garch