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Department of Economics Data & Software

  Link Details for: Department of Economics Data & Software
Link Title: Department of Economics Data & Software Open in a new window
Link URL: http://econ.ucsd.edu/publications/ARCH.shtml
Link Details: Programs for estimating univariate and multivariate GARCH models in Fortran 77 and Gauss.
Category: Top : Computers : Programming : Languages : Fortran : Source_Code : Statistics_and_Econometrics
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Department of Economics Data & Software