ARCH GARCH 8 DCC DECO1

preview_player
Показать описание
Reference:
Martin V, Hurn S, Harris D. Econometric modelling with time series: specification, estimation and testing. Cambridge University Press; 2012 Dec 28.
  1. 𝕁𝕦𝕤𝕥 𝔽𝕚𝕠𝕟𝕒 ☆
Рекомендации по теме
ARCH GARCH 8 0:52:32

ARCH GARCH 8 DCC DECO1

DCC GARCH model: 0:23:08

DCC GARCH model: Multivariate variance persistence (Excel)

Short Video Analyzing 0:01:09

Short Video Analyzing Islamic Stock index using ARCH GARCH method with EVIEWS 10

ARCH GARCH Video9 0:38:18

ARCH GARCH Video9 DCC DECO2

I. 5. Feltételes 0:27:33

I. 5. Feltételes variancia-kovariancia mátrix: DCC-GARCH - a. Modell, b. Szüksége, c. Felhasználások...

ARCH GARCH Video1 0:59:45

ARCH GARCH Video1

Introduction to DCC 0:13:01

Introduction to DCC - Dynamic Conditional Correlation Models

Multivariate GARCH DCC 0:02:23

Multivariate GARCH DCC Estimation

11. ARCH vs 0:12:46

11. ARCH vs GARCH

8 Producing a 0:12:15

8 Producing a DCC using Excel

CGARCH model - 0:04:37

CGARCH model - Eviews

Befektetések II, Levelező 0:52:32

Befektetések II, Levelező 2019 02 - feltételes béta, VaR, GARCH, DCC-GARCH

Econometrics 226: ARCH 0:15:03

Econometrics 226: ARCH GARCH Models (4)

ARCH GARCH Video5 0:44:26

ARCH GARCH Video5 exercies

GARCH Multivariate modelling 0:34:28

GARCH Multivariate modelling of Bitcoin in R

mulltiple GARCH models 0:00:11

mulltiple GARCH models

How to run 0:37:19

How to run Arch, Garch, TGarch, and MGarch

Garch Modelling in 0:34:51

Garch Modelling in R

ARCH GARCH video6 0:46:29

ARCH GARCH video6 exercises

ARCH GARCH video7 1:09:44

ARCH GARCH video7 BEKK VECH

An Introduction to 0:17:16

An Introduction to Multivariate GARCH

Bef II, 2. 0:39:29

Bef II, 2. óra: aktív portfoliók, béta stratégiák, VaR(1%), GARCH

ARCH GARCH video2 0:55:50

ARCH GARCH video2

ARCH(q) Process 0:22:01

ARCH(q) Process