Introduction to Econometrics Toolbox in MATLAB

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Hi, I have a question about estimating of Value At Risk using
matlab, i have some data( returns of a portfolio) and i want to estimate
sigma using garch model. How can i do it?

alirezahosseini
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This list of functions seems cool, but where do we find one (in the window, not doc)? :)

TadasTalaikis