Garch11 in Quantlib
Posted by
Yue Zhao on
May 14, 2012; 5:25pm
URL: http://quantlib.414.s1.nabble.com/Garch11-in-Quantlib-tp12538.html
Hi,
My question might be silly. I am using the Garch11 class in QL, but I didn't see how to calibrate this model. Does anyone know how do calibration?
Best
Yue
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