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GARCH Models
Software
WinRATS Pro
130
Estima
WinRATS Pro (Regression Analysis of Time Series...
forecasting, SUR, and ARIMA
models
Time Series Modelling
free
43
James Davidson
Time Series Modelling 4 is a comprehensive package...
forecast ARIMA and ARFIMA
models
, several
GARCH
, FIGARCH, APARCH
Matrixer
free
39
Alexander Tsyplakov
Matrixer is a piece of software especially suited for teaching...
GARCH
regression -Regression with ARMA errors -Box-Jenkins
model
...(long-memory
models
) -(Generalized)
NumXL
4
Spider Financial Corp
NumXL is a Microsoft Excel add-in for econometrics and financial time series analysis...
volatility and heteroskedacity
modeling
(ARC/
GARCH
/E-
GARCH
/
GARCH
-M) - Combo
Models
- log-likelihood
Tags
Time series
Data analysis
Linear regression
Data plots
ARMA errors
Arfima models
Arima models
Linear modelling
Bilinear models
Nonlinear modelling
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