| GARCH Toolbox | |
Information provided in this section enables you to solve ... It contains:
Introduces the GARCH Toolbox, lists related MathWorks products, and describs technical and typographical conventions used in this manual.
Introduces GARCH and explains its implementation in the GARCH Toolbox. Describes the mechanics of using the GARCH functions. Explains how to apply GARCH to simulation and forecasting problems, and to conditional mean models with regerssion components. It also discusses model selection and analysis.
| Preface | |