nonlinear-garch

There are 0 repository under nonlinear-garch topic.

• akononovicius / nlin-garch-and-1f-noise

  Java program (and its source code) used to produce results, which are presented in the paper "Nonlinear GARCH model and 1/f noise" (A. Kononovicius, J. Ruseckas, Physica A 427, 2015, pp. 74-81, doi: 10.1016/j.physa.2015.02.040).

  garchnonlinear-garchpink-noise
  Language:Java