Garch model using constrained nonlinear optimisati
2016-08-23
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this is project still being coded it "tries" to implement the garch model proposed by this article
http://www.jstor.org/discover/10.2307/25054429?uid=3738880&uid=2&uid=4&sid=21103835560723
as I said it is different way of coding the garch model using a constrained non-linear programming.
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