Mads

Last seen: mehr als 2 Jahre vor | Aktiv seit 2021

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Which type of estimator is provided from the HAC function in matlab?
Hello, When using the HAC funciton in matlab, which type of HAC estimator is then used? Thanks in advance

mehr als 4 Jahre vor | 1 Antwort | 0

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Error "Number of rows in presample array 'Z0' must be at least 1."
%% Forecast E-GARCH eModel = egarch(1,1); % Create a garch (1,2) model (proposed by BIC) j=500; % Number of observations w...

fast 5 Jahre vor | 0 Antworten | 0

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Experience with manual Garch code
Hello. My goal is to create a garch(1,1) model of the us Treasury bond yields. I know that matlab has some build-in functions. B...

fast 5 Jahre vor | 0 Antworten | 0

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Error: Index exceeds the number of array elements (1).
%% Omitting NA's from intial dataset data = rmmissing(Zerocoupondata); data.SVENY05(12523) = 0.875; %% Declaring variables: ...

fast 5 Jahre vor | 1 Antwort | 1

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