Name of QuantLet: SFElikgarch

Published in: Statistics of Financial Markets

Description: Plots the likelihood function of a GARCH(1,1) process.

Keywords: 3D, contour, garch, autoregressive, likelihood, log-likelihood, model, plot, graphical representation, process, simulation, stochastic, stochastic-process, volatility, contour

See also: SFEkurgarch, SFElikarch1, SFEtimegarch

Author: Joanna Tomanek

Submitted: Tue, June 17 2014 by Thijs Benschop

Example: 
- 1: Log-likelihood function of a generated GARCH(1,1) process.
- 2: Contour plot of the likelihood function of a generated GARCH(1,1) process.