GARCH modelling in finance: a review of the software options.
A review of three software packages for estimating one special case of a class of models that are generally of particular importance in financial econometrics, namely GARCH models. The packages include GAUSS, by Aptech Systems Inc.; RATS, by Estima; and TSP, by TSP International.
| Published in: | Economic Journal Vol. 107; pp. 1271 - 1277 |
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| Format: | Product Evaluation |
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Wiley-Blackwell
July 1997
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| Online Access: | View this record in EBSCOhost |