ARCH and GARCH Models

New Topic

Mark topics read • 403 topics

Page 14 of 17
- Jump to page:
Previous
1
…
12
13
14
15
16
17
Next

Announcements

Replies

Views

Last post

RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
Posted in Forum Announcements

by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

0 Replies

1574103 Views

Last post by TomDoan
Fri Jan 23, 2026 1:01 pm
RATS 11: Free Trial Version

Last post by RK2509 « Sun Apr 05, 2026 9:17 pm
Posted in RATS Product Announcements
Replies: 2
by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

2 Replies

1506447 Views

Last post by RK2509
Sun Apr 05, 2026 9:17 pm

Topics

Replies

Views

Last post

dynamic conditional correlation

Last post by hashem « Mon Jan 24, 2011 9:51 am
Replies: 2
by hashem » Mon Jan 24, 2011 8:51 am

2 Replies

6796 Views

Last post by hashem
Mon Jan 24, 2011 9:51 am
VARMAX-GARCH-BEKK

Last post by TomDoan « Tue Jan 18, 2011 1:54 pm
Replies: 3
by hashem » Sun Jan 16, 2011 12:57 pm

3 Replies

7819 Views

Last post by TomDoan
Tue Jan 18, 2011 1:54 pm
BIVARIATE BEKK GARCH

Last post by myousefi1360 « Wed Dec 08, 2010 5:02 am
Replies: 6
by myousefi1360 » Mon Nov 29, 2010 9:34 am

6 Replies

11145 Views

Last post by myousefi1360
Wed Dec 08, 2010 5:02 am
Hansen IER 1994 Replication

Last post by TomDoan « Mon Nov 29, 2010 5:40 pm

by TomDoan » Mon Nov 29, 2010 5:40 pm

0 Replies

4597 Views

Last post by TomDoan
Mon Nov 29, 2010 5:40 pm
FIEGARCH model

Last post by TomDoan « Tue Oct 17, 2017 4:37 pm
Replies: 22
by TomDoan » Mon Jul 19, 2010 9:47 am
1

2
22 Replies

38748 Views

Last post by TomDoan
Tue Oct 17, 2017 4:37 pm
DCC with skewed multivariate t distribution

Last post by TomDoan « Thu Oct 28, 2010 11:30 am
Replies: 1
by Frank » Tue Oct 26, 2010 7:27 pm

1 Replies

6199 Views

Last post by TomDoan
Thu Oct 28, 2010 11:30 am
Using Maximize with GARCH model

Last post by ivory4 « Mon Sep 27, 2010 5:02 pm
Replies: 2
by ivory4 » Sat Sep 25, 2010 2:08 am

2 Replies

7232 Views

Last post by ivory4
Mon Sep 27, 2010 5:02 pm
GARCH models with surprises in the volatility equation

Last post by TomDoan « Mon Sep 27, 2010 3:52 pm
Replies: 3
by IRJ » Wed Sep 22, 2010 4:49 am

3 Replies

7169 Views

Last post by TomDoan
Mon Sep 27, 2010 3:52 pm
How to interpret the BEKK coefficients?

Last post by garchrookie « Sat Aug 21, 2010 5:11 am

by garchrookie » Sat Aug 21, 2010 5:11 am

0 Replies

4660 Views

Last post by garchrookie
Sat Aug 21, 2010 5:11 am
Modify the variance equation in MGARCH

Last post by garchrookie « Sat Aug 21, 2010 4:47 am

by garchrookie » Sat Aug 21, 2010 4:47 am

0 Replies

4496 Views

Last post by garchrookie
Sat Aug 21, 2010 4:47 am
VAR E-GARCH with dummies

Last post by TomDoan « Tue Aug 10, 2010 12:23 pm
Replies: 19
by Eric » Mon Jul 26, 2010 4:46 pm
1

2
19 Replies

26814 Views

Last post by TomDoan
Tue Aug 10, 2010 12:23 pm
TGARCH

Last post by TomDoan « Mon Aug 09, 2010 1:20 pm
Replies: 11
by marcia » Thu Aug 05, 2010 3:11 am

11 Replies

13461 Views

Last post by TomDoan
Mon Aug 09, 2010 1:20 pm
GARCH variants (univariate)

Last post by TomDoan « Wed Aug 04, 2010 7:57 pm

by TomDoan » Wed Aug 04, 2010 7:57 pm

0 Replies

4669 Views

Last post by TomDoan
Wed Aug 04, 2010 7:57 pm
MV-GARCH-M with square roots

Last post by TomDoan « Wed Jul 21, 2010 12:28 pm

by TomDoan » Wed Jul 21, 2010 12:28 pm

0 Replies

5480 Views

Last post by TomDoan
Wed Jul 21, 2010 12:28 pm
GARCH with rolling data

Last post by TomDoan « Thu Jul 01, 2010 5:28 pm
Replies: 2
by wendyyuan » Mon May 24, 2010 9:59 am

2 Replies

6381 Views

Last post by TomDoan
Thu Jul 01, 2010 5:28 pm
non-negative constraints

Last post by TomDoan « Sat Jun 26, 2010 12:09 pm
Replies: 1
by sschenatntu » Sat Jun 26, 2010 11:14 am

1 Replies

5313 Views

Last post by TomDoan
Sat Jun 26, 2010 12:09 pm
M-GARCH ESTIMATION ERROR

Last post by sam2010 « Sat Jun 19, 2010 7:57 pm
Replies: 9
by sam2010 » Sun May 16, 2010 6:06 pm

9 Replies

11848 Views

Last post by sam2010
Sat Jun 19, 2010 7:57 pm
convergence problem using rolling window with Maximise

Last post by TomDoan « Fri Jun 11, 2010 10:25 am
Replies: 4
by wendyyuan » Thu Jun 10, 2010 11:54 am

4 Replies

7639 Views

Last post by TomDoan
Fri Jun 11, 2010 10:25 am
is the result validity?

Last post by sam2010 « Mon May 31, 2010 3:30 pm
Replies: 2
by luxu1983 » Tue Oct 13, 2009 4:47 am

2 Replies

6864 Views

Last post by sam2010
Mon May 31, 2010 3:30 pm
Return Spillover effect in MGARCH-BEKK

Last post by prashantj « Wed May 05, 2010 2:22 am
Replies: 6
by prashantj » Mon Apr 12, 2010 8:12 pm

6 Replies

12342 Views

Last post by prashantj
Wed May 05, 2010 2:22 am
MGARCH estimation

Last post by TomDoan « Fri Apr 30, 2010 2:47 pm
Replies: 7
by John_Val » Sun Apr 18, 2010 8:42 am

7 Replies

11888 Views

Last post by TomDoan
Fri Apr 30, 2010 2:47 pm
4 variate BEKK MGARCH

Last post by TomDoan « Fri Apr 23, 2010 6:56 pm
Replies: 3
by anarello » Fri Apr 23, 2010 4:17 pm

3 Replies

8368 Views

Last post by TomDoan
Fri Apr 23, 2010 6:56 pm
Bivariate VAR-EGARCH with dummy variable

Last post by TomDoan « Wed Apr 14, 2010 9:51 am
Replies: 1
by gorgorm » Wed Apr 14, 2010 7:18 am

1 Replies

6383 Views

Last post by TomDoan
Wed Apr 14, 2010 9:51 am
Trivariate VAR-GARCH model

Last post by TomDoan « Tue Apr 13, 2010 6:06 pm
Replies: 15
by jessie » Fri Aug 14, 2009 10:54 am
1

2
15 Replies

30777 Views

Last post by TomDoan
Tue Apr 13, 2010 6:06 pm
degrees of freedom for bivariate t distribution

Last post by TomDoan « Thu Feb 18, 2010 10:50 am
Replies: 3
by wendyyuan » Thu Feb 18, 2010 9:29 am

3 Replies

7103 Views

Last post by TomDoan
Thu Feb 18, 2010 10:50 am

New Topic

Mark topics read • 403 topics

Page 14 of 17
- Jump to page:
Previous
1
…
12
13
14
15
16
17
Next

Return to Board Index

Forum permissions

You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum