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Old 01-07-2009, 08:06 PM
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Join Date: Aug 2008
Location: czech republic
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hanss is on a distinguished road
GARCH & Econometrics

Hi Guys

Does anyone here have an experience with GARCH models on metatrader? I would like to start build up a system with econometric and/or physical methods, but I am too lazy to start from a scratch. I am looking rather for practical applications not for theory. I do not want to use external programs, it would be nice to have some libraries directly inside metatrader to run regression (OLS, GLS, GMM, ML or any other)...

thanx i advance

hanss
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Old 01-08-2009, 11:41 AM
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