Here is the source for these demos of GARCH within Matlab 2013B
Here is the source for these demos of GARCH within Matlab 2013B https://www.youtube.com/watch?v=vCRt_0TRhsQ
Test GARCH
Test GARCH
R source code example on how to trade using a GARCH Volatility Forecast
R source code example on how to trade using a GARCH Volatility Forecast I found this link: http://www.r-bloggers.com/trading-using-garch-volatility-forecast/ I am using RStudio so I can confirm sthat the code seems to be ok but the plots fail with a message; > plotbt.custom.report.part1(regime.switching.garch, regime.switching, buy.hold) Error in plot.window(…) : Logarithmic axis must have positive limits In […]