Hi guys,
I have to estimate the parameters of the heston and nandi Garch(1,1), but honestly I don't know how to do. I look at the garch matlab tools but it seems usable only for standard garch model.
Is there someone that have already faced this problem?
Thank you all!!!
bye
I have to estimate the parameters of the heston and nandi Garch(1,1), but honestly I don't know how to do. I look at the garch matlab tools but it seems usable only for standard garch model.
Is there someone that have already faced this problem?
Thank you all!!!
bye
