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GARCH modelling in MatLab
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IT & Programming > Other IT & Programming

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  • Posted: Tue, Mar 12, 2013
  • Time Left: Closed
  • Location: Anywhere
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  • Start: Immediately
  • Hourly Rate: $30 - $40 / hr
  • Hrs/wk: Not Sure | Duration: 3-4 weeks
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I need someone who is specialized in MatLab and has good mathematical understanding skills. I need to model an extended GARCH (Generalized autoregressive conditional heteroskedasticity) volatility model.To be precise a GOF-GARCH model and a AG-DCC GARCH model. When we programmed this model, i need to estimate it on European financial data. After i need to evaluate the models according to their values at risk. If this sounds familiar to you, please respond and we can discuss more on skype

Kind regards, Dirk

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Desired Skills
MATLAB
Job ID: 38950948
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