GARCH and Multivariate GARCH Models Source Code Toolbox
A MATLAB-based source code toolbox for programming GARCH and multivariate GARCH models, featuring parameter estimation, model diagnostics, and forecasting capabilities.
GARCH and Multivariate GARCH Model Source Code Toolbox
A comprehensive source code toolbox for implementing GARCH and multivariate GARCH models with MATLAB-based algorithmic implementations