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UnivariateGARCH Constructor (Int32, Int32)
Creates an instance of class that estimates parameters of univariate GARCH(p, q) process.

Namespace:  FinMath.TimeSeriesModels
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public UnivariateGARCH(
	int p,
	int q
)

Parameters

p
Type: SystemInt32
The number of lags of the conditional variance.
q
Type: SystemInt32
The number of lags of the squared innovations.
See Also