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ARCH and GARCH Models
Discussions of ARCH, GARCH, and related models
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RATS Version 10
by TomDoan » Tue Jun 06, 2017 12:04 pm- 0 Replies
- 522237 Views
- Last post by TomDoan
Tue Nov 20, 2018 12:05 am
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- RATS 10: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
- 569593 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
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- VECM-GARCH Model
1, 2, 3, 4, 5
by faaequah13 » Thu Jul 02, 2020 3:26 pm
- 67 Replies
- 37342 Views
- Last post by TomDoan
Tue Jun 06, 2023 9:10 am
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- VAR BEKK GARCH estimation
by jimm306 » Tue Jun 06, 2023 2:36 am - 1 Replies
- 1346 Views
- Last post by TomDoan
Tue Jun 06, 2023 9:04 am
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- Multivariate GARCH model with dummies
by jack » Sun Aug 28, 2022 2:06 pm
- 8 Replies
- 15870 Views
- Last post by TomDoan
Sun Apr 16, 2023 4:46 pm
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- ROBUSTERRORS
by jimm306 » Thu Mar 02, 2023 5:50 pm - 5 Replies
- 3235 Views
- Last post by TomDoan
Wed Mar 29, 2023 12:28 pm
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- Recursive window-based MGARCH-M
by hasanov » Sat Dec 10, 2022 8:24 pm
- 0 Replies
- 2817 Views
- Last post by hasanov
Sat Dec 10, 2022 8:24 pm
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- IRF FOR GARCH BEKK MODEL
by irfansystem » Sun Oct 30, 2022 8:57 pm - 1 Replies
- 7216 Views
- Last post by TomDoan
Mon Oct 31, 2022 9:04 pm
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- MV GARCH interpretation
by MinaAyad » Wed Oct 12, 2022 11:19 am - 0 Replies
- 3653 Views
- Last post by MinaAyad
Wed Oct 12, 2022 11:19 am
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- how to summarize VECH coefficients MVGARCH-BEKK Model
by upani » Sat Jun 06, 2020 1:37 pm
- 5 Replies
- 8297 Views
- Last post by upani
Wed Jun 01, 2022 11:29 pm
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- Researchers dont discuss "magnitude of volatilityspillover"
by curiousresearcher » Tue Jan 11, 2022 12:28 am - 2 Replies
- 4381 Views
- Last post by curiousresearcher
Wed Jan 26, 2022 2:45 pm
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- VAR BEKK AND DCC
by jimm306 » Wed Dec 01, 2021 2:58 am - 0 Replies
- 4351 Views
- Last post by jimm306
Wed Dec 01, 2021 2:58 am
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- Panel GARCH? (Cermeno and Grier, 2006)
1, 2, 3, 4, 5 by ksvirydzenka » Mon Jun 07, 2010 10:06 am
- 63 Replies
- 87462 Views
- Last post by MartaAC
Tue Nov 16, 2021 9:14 am
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- VAR BEKK GARCH (optimal weight, hedge ratio, and hedging)
by HamaNadia » Mon Oct 11, 2021 11:01 am - 1 Replies
- 4571 Views
- Last post by TomDoan
Wed Oct 20, 2021 10:48 am
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- VAR BEKK-GARCH
by HamaNadia » Sat Sep 04, 2021 12:15 pm
- 1 Replies
- 6518 Views
- Last post by TomDoan
Sat Sep 04, 2021 3:57 pm
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- Dynamic Equicorrelation (DECO)
by TomDoan » Wed Feb 10, 2010 1:21 pm
- 8 Replies
- 20370 Views
- Last post by TomDoan
Thu Sep 02, 2021 11:13 am
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- VAR Asymmetric-BEKK GARCH
by HamaNadia » Wed Aug 04, 2021 8:31 am - 8 Replies
- 8249 Views
- Last post by HamaNadia
Wed Aug 04, 2021 6:02 pm
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- No convergence in Bivariate GARCH in Mean
1, 2 by melkania » Tue Jun 29, 2021 2:28 pm
- 15 Replies
- 19590 Views
- Last post by TomDoan
Tue Aug 03, 2021 12:33 pm
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- Dynamic Conditional Beta
by Narci4269 » Mon Apr 12, 2021 11:58 pm
- 3 Replies
- 6599 Views
- Last post by Narci4269
Sun May 23, 2021 9:12 pm
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- Threshold ARCH (TARCH) model
by ac_1 » Wed Apr 28, 2021 3:32 pm - 2 Replies
- 5951 Views
- Last post by ac_1
Fri Apr 30, 2021 8:03 am
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- Volatility Spillover results interpretation BEKK
by ek95 » Fri Dec 20, 2019 9:40 am
- 8 Replies
- 11688 Views
- Last post by curiousresearcher
Wed Apr 14, 2021 9:13 pm
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- dealing with missiing data (time series)
by curiousresearcher » Thu Apr 08, 2021 2:34 am - 1 Replies
- 4903 Views
- Last post by TomDoan
Fri Apr 09, 2021 7:56 am
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- DCC GARCH with t distribution and Maximize
by Narci4269 » Sun Feb 14, 2021 12:53 pm
- 6 Replies
- 8557 Views
- Last post by Narci4269
Thu Mar 04, 2021 2:31 pm
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- VAR AGARCH model (optimal weight, hedge ratio and Hedging )
1, 2 by Imranyousaf09 » Thu Apr 11, 2019 2:23 pm
- 16 Replies
- 25512 Views
- Last post by ndanila
Wed Feb 24, 2021 2:43 am
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