Dynamic Conditional Correlation (GARCH & Regime Switching)
07:19 29 Nov 2025

I have been thinking about a new research project that I need to perform, Dynamic Conditional Correlation (with GARCH & Regime Switching) using financial data.

I need to know between MATLAB, Python and Stata which one is more flexible and is the best.

Thanks and regards,

python matlab stata finance quantitative-finance