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GARCH Toolbox 2: Analyze Financial Volatility Using Univariate GARCH Models
GARCH Toolbox 2: Analyze Financial Volatility Using Univariate GARCH Models
GARCH Toolbox 2: Analyze Financial Volatility Using Univariate GARCH Models
Run Ljung-Box Q-statistic lack-of-fit hypothesis test Platform and System Requirements
For platform and system requirements, visit
Run likelihood ratio hypothesis test www.mathworks.com/products/garch
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