ARCH and GARCH Models

New Topic

Mark topics read • 402 topics

Page 15 of 17
- Jump to page:
Previous
1
…
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

1394513 Views

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

Last post by TomDoan « Wed May 01, 2024 11:40 am
Posted in RATS Product Announcements

by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

0 Replies

1345013 Views

Last post by TomDoan
Wed May 01, 2024 11:40 am

Topics

Replies

Views

Last post

Gray GARCH example question (split from MSVAR topic)

Last post by TomDoan « Wed Jan 13, 2010 10:10 am
Replies: 6
by GUESMI2010 » Sat Jan 09, 2010 3:25 pm

6 Replies

9620 Views

Last post by TomDoan
Wed Jan 13, 2010 10:10 am
unconditional variance of mgarch-bekk model

Last post by TomDoan « Mon Jan 11, 2010 9:30 am
Replies: 7
by luxu1983 » Thu Dec 31, 2009 2:51 am

7 Replies

11165 Views

Last post by TomDoan
Mon Jan 11, 2010 9:30 am
M-GARCH with volatility reversion

Last post by TomDoan « Mon Jan 11, 2010 9:22 am
Replies: 1
by jingran » Mon Jan 11, 2010 1:31 am

1 Replies

5350 Views

Last post by TomDoan
Mon Jan 11, 2010 9:22 am
Heteroskedasticity-Robust F Statistic

Last post by TomDoan « Wed Jan 06, 2010 5:44 pm
Replies: 1
by luxu1983 » Wed Jan 06, 2010 2:55 am

1 Replies

5094 Views

Last post by TomDoan
Wed Jan 06, 2010 5:44 pm
EGARCH Parameters and Tests

Last post by TomDoan « Fri Dec 11, 2009 5:36 pm
Replies: 1
by hcivic91 » Fri Dec 11, 2009 12:21 pm

1 Replies

4983 Views

Last post by TomDoan
Fri Dec 11, 2009 5:36 pm
skipped/missing data

Last post by wendyyuan « Tue Dec 08, 2009 7:42 am
Replies: 2
by wendyyuan » Mon Dec 07, 2009 12:19 pm

2 Replies

5726 Views

Last post by wendyyuan
Tue Dec 08, 2009 7:42 am
Error Correction and MVGARCH-X

Last post by TomDoan « Thu Dec 03, 2009 7:19 am
Replies: 1
by spollard777 » Sun Nov 22, 2009 11:39 am

1 Replies

4902 Views

Last post by TomDoan
Thu Dec 03, 2009 7:19 am
M-GARCH in mean model with Tse test

Last post by TomDoan « Thu Nov 05, 2009 4:14 pm
Replies: 1
by msensier » Mon Oct 26, 2009 6:01 am

1 Replies

7438 Views

Last post by TomDoan
Thu Nov 05, 2009 4:14 pm
DCC model of Tse and Tsui (2002)

Last post by TomDoan « Wed Nov 04, 2009 8:51 am
Replies: 2
by sana » Wed Nov 04, 2009 5:08 am

2 Replies

5981 Views

Last post by TomDoan
Wed Nov 04, 2009 8:51 am
MV GARCH w MAXIMIZE, t-distribution?

Last post by Lassemaja « Fri Oct 23, 2009 1:07 pm
Replies: 4
by Lassemaja » Thu Oct 22, 2009 12:37 pm

4 Replies

7867 Views

Last post by Lassemaja
Fri Oct 23, 2009 1:07 pm
fomat change

Last post by TomDoan « Tue Oct 13, 2009 11:50 am
Replies: 1
by luxu1983 » Tue Oct 13, 2009 10:23 am

1 Replies

4758 Views

Last post by TomDoan
Tue Oct 13, 2009 11:50 am
VAR(1)- GARCH(1,1) in mean with assymetry

Last post by amcqeen « Fri Oct 09, 2009 1:12 am
Replies: 2
by amcqeen » Sun Jun 14, 2009 3:23 pm

2 Replies

6719 Views

Last post by amcqeen
Fri Oct 09, 2009 1:12 am
NO CONVERGENCE

Last post by condor « Thu Sep 03, 2009 8:05 am
Replies: 1
by luxu1983 » Wed Sep 02, 2009 10:37 am

1 Replies

6404 Views

Last post by condor
Thu Sep 03, 2009 8:05 am
problem with egarch 22 agian

Last post by TomDoan « Sun Aug 30, 2009 8:29 pm
Replies: 1
by karl5914 » Sun Aug 30, 2009 5:19 pm

1 Replies

6224 Views

Last post by TomDoan
Sun Aug 30, 2009 8:29 pm
initial value in maximum likelihood estimation

Last post by TomDoan « Tue Aug 25, 2009 3:45 pm
Replies: 1
by luxu1983 » Tue Aug 25, 2009 9:33 am

1 Replies

6248 Views

Last post by TomDoan
Tue Aug 25, 2009 3:45 pm
2 variables mgarch coding problem

Last post by TomDoan « Mon Aug 24, 2009 7:32 am
Replies: 3
by luxu1983 » Sun Aug 23, 2009 4:02 am

3 Replies

7670 Views

Last post by TomDoan
Mon Aug 24, 2009 7:32 am
problem with egarch 2,2

Last post by karl5914 « Fri Aug 21, 2009 3:59 pm
Replies: 4
by karl5914 » Fri Aug 21, 2009 11:50 am

4 Replies

6942 Views

Last post by karl5914
Fri Aug 21, 2009 3:59 pm
dcc grach

Last post by luxu1983 « Sat Aug 15, 2009 3:16 pm
Replies: 2
by luxu1983 » Fri Aug 14, 2009 11:29 am

2 Replies

5675 Views

Last post by luxu1983
Sat Aug 15, 2009 3:16 pm
GARCH (1,1) Results

Last post by TomDoan « Thu Aug 06, 2009 9:44 am
Replies: 1
by rtlee100 » Tue Aug 04, 2009 3:07 am

1 Replies

5005 Views

Last post by TomDoan
Thu Aug 06, 2009 9:44 am
trivariate DCC with VAR(1) MEAN EQUATIONS

Last post by TomDoan « Thu Aug 06, 2009 9:37 am
Replies: 21
by amcqeen » Tue May 26, 2009 12:53 am
1

2
21 Replies

29173 Views

Last post by TomDoan
Thu Aug 06, 2009 9:37 am
SWARCH

Last post by rtlee100 « Tue Aug 04, 2009 2:51 am
Replies: 6
by rtlee100 » Thu Jul 30, 2009 3:32 am

6 Replies

9631 Views

Last post by rtlee100
Tue Aug 04, 2009 2:51 am
Multivariate E-GARCH models

Last post by Markus86 « Tue Jul 07, 2009 8:02 am
Replies: 4
by Markus86 » Mon Jul 06, 2009 11:06 am

4 Replies

8739 Views

Last post by Markus86
Tue Jul 07, 2009 8:02 am
About the residuals of the variance quations

Last post by xyzh « Wed Jun 24, 2009 10:02 am
Replies: 2
by xyzh » Wed Jun 24, 2009 8:16 am

2 Replies

6054 Views

Last post by xyzh
Wed Jun 24, 2009 10:02 am
¿Stability tests (or constancy tests) on GARCH?

Last post by TomDoan « Fri Jun 19, 2009 1:48 pm
Replies: 1
by rosa1rio » Mon Jun 08, 2009 9:50 am

1 Replies

5927 Views

Last post by TomDoan
Fri Jun 19, 2009 1:48 pm
Coviance of asymmetric Bivariate-GARCH models

Last post by TomDoan « Thu Jun 18, 2009 12:59 pm
Replies: 1
by wendyyuan » Thu Jun 18, 2009 9:40 am

1 Replies

5198 Views

Last post by TomDoan
Thu Jun 18, 2009 12:59 pm

New Topic

Mark topics read • 402 topics

Page 15 of 17
- Jump to page:
Previous
1
…
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