已回答
How do I ran a GARCH model with Dummy Variables.?
i have a time series of stock return, for which i would like to estimate conditional volatility by a garch model. My aim is no...

6 years 前 | 0

提问

GARCH model variance calculation
I have a financial return series, i would like to estimate volatitlity through a GARCH(1,1), my task is not to correct heteroske...

6 years 前 | 0 个回答 | 0

提问

GARCH models estimation for variance
I have a return series for which i would like to estimate a GARCH(1,1) in order to get volatility accross time. I used this com...

6 years 前 | 0 个回答 | 0

已回答
import and plot dated time series
This my series to plot: SP returns

6 years 前 | 0

| 已接受

提问

import and plot dated time series
Hello I have an excel files containing financial time series, two columns the first indicate the date and the second indicates ...

6 years 前 | 3 个回答 | 0

提问

Insert array into matrix within a loop
I have a matrix X (N,100), i have a function which calculate for each column of X another array h(1,50), a would like to calcula...

6 years 前 | 2 个回答 | 0

提问

Denoising Signal EMD based MFDFA program
Can someone share with me Empirical mode decomposition function based Multifractal Detrended Fluctuation analysis MFDFA approach...

8 years 前 | 0 个回答 | 0