Multivariate Volatility Models belong to the class of nonlinear models for financial data. Here we want to focus on multivariate GARCH models. These models assume that the variance of the innovation distribution follows a time dependent process conditional on information which is generated by...

A language of a statistical system is important, even though it bas an effective graphical user interface. A language may be used to control the statistical system at will and to implement new statistical procedures which are not realized in the system at the beginning. This paper introduces the...

We design and implement a prototype time series analysis system named TISAS for fully using modern graphical user interface technologies. An object oriented approach is adopted to represent data, statistics and models as instance objects and to visualize them by icons on the screen arranged as a...