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Mads


Last seen: oltre un anno fa |  Attivo dal 2021

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Domanda


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

quasi 4 anni fa | 1 risposta | 0

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Domanda


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...

quasi 4 anni fa | 0 risposte | 0

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Domanda


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...

quasi 4 anni fa | 0 risposte | 0

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Domanda


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: ...

quasi 4 anni fa | 1 risposta | 1

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