Jzbucki


Aktiv seit 2015

Followers: 0   Following: 0

Statistik

Feeds

Anzeigen nach

Frage


Forecasting returns using a GARCH model
Hi! I am struggling with correctly understanding how to *forecast stock returns* using *GARCH* models in MATLAB. Specifically...

fast 9 Jahre vor | 0 Antworten | 0

0

Antworten

Frage


Residuals of a DCC GARCH model (MFE Toolbox)
Hi guys, I'm having a small problem obtaining the *residuals* from the *DCC GARCH* model I'm trying to estimate. I'm using th...

fast 9 Jahre vor | 1 Antwort | 1

1

Antwort