garch
| Topic | Replies | Views | Activity | |
|---|---|---|---|---|
| Maximization of Quasi-Likelihood with restrictions for MGARCH modelling |
|
1 | 233 | November 6, 2021 |
| DCC GARCH model |
|
1 | 394 | July 25, 2021 |
| FIGARCH model estimation using rugarch package |
|
1 | 573 | October 11, 2020 |
| Garch dummy variable |
|
1 | 618 | December 22, 2019 |
| Can any one provide me with illustrative Example for MGARCH model with full specifications of ARCH & GARCH parameters |
|
1 | 327 | September 17, 2019 |
| Controlling output of garch function in tseries package |
|
1 | 645 | December 19, 2018 |