if you have discovered any working code please dont be shy and post it :-) . I had a positivity constraint in the

initial code  con := [a <= 1, a >= 0, b <= 1, b >= 0];   but maybe we need, as you said have a constraint on the

MLE itself for example add(E[i]^2, i = 1 .. Nr);   However this is not necesary in excel. I can tell you one thing

for sure though my love for this GARCH model disappeared a long time ago ....

if you have discovered any working code please dont be shy and post it :-) . I had a positivity constraint in the

initial code  con := [a <= 1, a >= 0, b <= 1, b >= 0];   but maybe we need, as you said have a constraint on the

MLE itself for example add(E[i]^2, i = 1 .. Nr);   However this is not necesary in excel. I can tell you one thing

for sure though my love for this GARCH model disappeared a long time ago ....

all right thanx for your effort and time.  I have below uploded a more complete version of the above pdf which

describes how the garch model works in more detail if you are not familiar with it ( it is just another 2-3 pages)

A lot of the text can just be ignored there are only a few lines that are critical to the understanding of the garch model

Download 8342_Hull - GARCH.pdf
View file details

I have also uploaded my maple worksheet of my work so far

View 8342_GARCH.mw on MapleNet or Download 8342_GARCH.mw
View file details

Any suggestions of my where my error is will be most appreciated :-)

all right thanx for your effort and time.  I have below uploded a more complete version of the above pdf which

describes how the garch model works in more detail if you are not familiar with it ( it is just another 2-3 pages)

A lot of the text can just be ignored there are only a few lines that are critical to the understanding of the garch model

Download 8342_Hull - GARCH.pdf
View file details

I have also uploaded my maple worksheet of my work so far

View 8342_GARCH.mw on MapleNet or Download 8342_GARCH.mw
View file details

Any suggestions of my where my error is will be most appreciated :-)

Axel thanx for your xls worksheet but I already know how to solve the GARCH model in excel.

What I dont know is how this is done in Maple (without using external DLL and extra complexity )

Axel thanx for your xls worksheet but I already know how to solve the GARCH model in excel.

What I dont know is how this is done in Maple (without using external DLL and extra complexity )

acer,

you can find the xls data in the zip file in the begining of this post. I had to zip the file because it was to big.

I will be enthusiastically waiting for your expert verdict and hopefully a nice solution :-)

acer,

you can find the xls data in the zip file in the begining of this post. I had to zip the file because it was to big.

I will be enthusiastically waiting for your expert verdict and hopefully a nice solution :-)

I have seen that blog post previously and my initial reaction is that it is too complicated :-)

I dont know that a DLL file is or what you use one for (cooking ?! ) .

I have downloaded the file and played around with it but as I said it is a bit too advanced to be useful for me :-)

I have seen that blog post previously and my initial reaction is that it is too complicated :-)

I dont know that a DLL file is or what you use one for (cooking ?! ) .

I have downloaded the file and played around with it but as I said it is a bit too advanced to be useful for me :-)

Darin on a different subject:

will the interface between the kernel and the GUI in Maple 14 be able to handle asynchronious updates?

as discussed here  http://www.mapleprimes.com/forum/multithreadingloops

I now remembered why I was pushing for the PDF because it is much easier to calculate the Expected Value

by simply taking the integral of PDF(x) and x. However, now when we got the CDF ( which apparently is not

differentiable) how can the expected value be calculated  ?!

I now remembered why I was pushing for the PDF because it is much easier to calculate the Expected Value

by simply taking the integral of PDF(x) and x. However, now when we got the CDF ( which apparently is not

differentiable) how can the expected value be calculated  ?!

all right yes I see what you mean :-)

Yes this would be a good example of what I am trying to do :-)

all right yes I see what you mean :-)

Yes this would be a good example of what I am trying to do :-)