GARCH code in Excel [Excel VBA]

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Category: Excel	View Full Details
GARCH code in Excel
Submitter: vanna	Date: 2006/9/2

Description: Rez's classic spreadhsheet for GARCH in Excel Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
13688 0 bytes Excel VBA http://www.wilmott.com/messageview.cfm?catid=4&threadid=29421
Rating: 8.00 (2 votes) Rate this File \| Modify \| Delete \| Report Broken File \| Tell a Friend \| Comments (67)

Poster	Thread
Anonymous	Posted: 2011/4/10 12:53 Updated: 2011/4/10 12:53
	GARCH code in Excel can we have the vba code?

Poster	Thread
Anonymous	Posted: 2011/5/8 8:56 Updated: 2011/5/8 8:56
	GARCH code in Excel help on this garch please

Poster	Thread
Anonymous	Posted: 2011/5/8 8:56 Updated: 2011/5/8 8:56
	GARCH code in Excel can some one help please?desperately need help

Poster	Thread
Anonymous	Posted: 2011/5/12 6:22 Updated: 2011/5/12 6:22
	GARCH code in Excel you can find GARCH code ready in MATLAB or R. Good luck!

Poster	Thread
Anonymous	Posted: 2011/5/14 10:17 Updated: 2011/5/14 10:17
	GARCH code in Excel How are calculated parameters used in the solvers and serving later to calculate the conditionnal variance(from the second period)? Thanks.Sec Bwanakare.

Poster	Thread
Anonymous	Posted: 2012/3/19 0:12 Updated: 2012/5/6 19:25
	GARCH code in Excel where are ARCH-GARCH models in excel ?

Poster	Thread
Anonymous	Posted: 2012/4/5 14:00 Updated: 2012/5/6 19:21
	GARCH code in Excel how mu is calculated

Poster	Thread
Anonymous	Posted: 2012/8/24 23:45 Updated: 2012/9/16 21:32
	GARCH code in Excel Check out NumXL, it implement all ARMA/GARCH functions (LLF, AIC, Forecast, etc)in Excel. You can the function as worksheet functions or as part of your VBA macros. The model's parameters values are found using Excel solver; maximize the LLF while varying the model's parameters values.

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