KTH Mathematics
Material for GARCH exercise on OMXS30

The slides from the exercise can be found here: slides.pdf.

You can find information on how to install Quantlab and access data on this home page: KTH Finance Lab

The workspace used for the exercise can be found here: GARCH_31.qlw. Right click and choose "Save link as...", then upload to your catalogue "appdata" through home.ug.kth.se.

This workspace is good for accessing data and trying on some features in Quantlab: Demo Series.qlw

A manual on coding in Quantlab: Quantlab Users Manual 3.1.pdf

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Address:
Department of Mathematics
Royal Institute of Technology
SE-100 44 Stockholm
Sweden
Email: aaurell at kth dot se
Office room: 3747
Phone: +46-8-790 71 36
Published by: Alexander Aurell
Updated: 20-10-2016