Copyright 2016 Jon Danielsson.
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The R code from 2011 runs unmodified, this just updates the end date. The Matlab code would not run, so these are new functions. The GARCH functionality in the econometric toolbox in Matlab can only do univatiate GARCH. Kevin Sheppard's MFE toolbox is well written and is certainly comprehensive. Its whats used below. It can be downloaded here and the documentation here is quite comprehensive.
Listing 3.1: Download stock prices in R
Last edited: August 2016