KTH Mathematics
Material for the exercise on GARCH

The problem description can be found here: uppgiftslydelse.pdf

Information about the workspace can be found here: guide_to_workspace.pdf

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

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

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

Course homepage
Alexander's homepage

Department of Mathematics
Royal Institute of Technology
SE-100 44 Stockholm
Email: aaurell at kth dot se
Office room: 3747
Phone: +46-8-790 71 36
Published by: Alexander Aurell
Updated: 09-03-2016