用excel 编garch

swe09035

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收藏 2013-10-12

如何用excel编garch

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Nicolle

2013-10-12 02:32:56

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夏目贵志

2013-10-12 02:54:00

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bllly003

2013-10-12 04:15:11

Nicolle 发表于 2013-10-12 02:32
Please let me know if you find more Excel template for time series analysis?

Thanks

ok, this is some serious advance programming... thanks for sharing

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Chemist_MZ

2013-10-12 04:25:30

bllly003 发表于 2013-10-12 04:15
ok, this is some serious advance programming... thanks for sharing

Actually 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,

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swe09035

2013-10-12 04:34:17

Nicolle 发表于 2013-10-12 02:32
Please let me know if you find more Excel template for time series analysis?

Thanks

it is terrible i can't paid for the gold coin, i couldn't downloan the excel

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swe09035

2013-10-12 05:17:20

Nicolle 发表于 2013-10-12 02:32
Please let me know if you find more Excel template for time series analysis?

Thanks

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 am sorry i am afraid that i can't answer your question , i dont kown about the knowledage of this question