用excel 编garch

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如何用excel编garch

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关键词：用excel EXCEL GARCH ARCH exce excel

nb

Nicolle 发表于 2013-10-12 02:32
Please let me know if you find more Excel template for time series analysis?

Thanks

ok, this is some serious advance programming... thanks for sharing

bllly003 发表于 2013-10-12 04:15
ok, this is some serious advance programming... thanks for sharing

Actually it is not that hard, you can input the GARCH parameters in several cells and calculate the likelihood function in another cell and use "solver" to find the parameter cells' values that maximize the cell in which the likelihood function lies.

best,

Nicolle 发表于 2013-10-12 02:32
Please let me know if you find more Excel template for time series analysis?

Thanks

it is terrible i can't paid for the gold coin, i couldn't downloan the excel

Nicolle 发表于 2013-10-12 02:32
Please let me know if you find more Excel template for time series analysis?

Thanks

thank you very much, i have download the excel , and it is very useful for my group project of quantitative method , about your question , i am sorry i am afraid that i can't answer your question , i dont kown about the knowledage of this question

excel算出来其实很不精准

无情兽 发表于 2013-10-12 08:33
excel算出来其实很不精准

我们老师要求我们用excel来算的

Nicolle 发表于 2013-10-12 02:32
Please let me know if you find more Excel template for time series analysis?

Thanks

YOU COULD GOOGLE FOR GARCH  you can download the software called numxl,  and you could learn it for time series time anlysis