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Fortran GARCH forecasting routine

rahzan
New Contributor I
‎01-09-2003 07:35 PM
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Does anyone know of any GARCH fitting/forecasting routines in fortran?

Thanks,
Tim
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Jugoslav_Dujic
Valued Contributor II
‎01-10-2003 08:40 AM
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How 'bout Google? ;-)
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Intel_C_Intel
Employee
‎01-10-2003 02:55 PM
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Rahzan,

I've got a GARCH estimation app that I'd share. Just drop me an email at [email protected]

Matt.
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