nlin-garch-and-1f-noise

Java program (and its source code) used to produce results, which are presented in the paper "Nonlinear GARCH model and 1/f noise" (A. Kononovicius, J. Ruseckas, Physica A 427, 2015, pp. 74-81, doi: 10.1016/j.physa.2015.02.040).

Anyone may use this program or its source code for any purpose as long as the paper appropriately is referenced.

File structure

• garch.java - all the source code in java language
• garch.jar - compiled software
• mymanifest - manifest file which describes the main class
• cmp.bat - compiles java and produces jar file
• fig2.bat - reproduces results shown in Figure 2
• fig3.bat - reproduces results shown in Figure 3
• fig4.bat - reproduces results shown in figure 4