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How do I ran a GARCH model with Dummy Variables.?
i have a time series of stock return, for which i would like to estimate conditional volatility by a garch model. My aim is no...

quasi 8 anni fa | 0

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GARCH model variance calculation
I have a financial return series, i would like to estimate volatitlity through a GARCH(1,1), my task is not to correct heteroske...

quasi 8 anni fa | 0 risposte | 0

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GARCH models estimation for variance
I have a return series for which i would like to estimate a GARCH(1,1) in order to get volatility accross time. I used this com...

quasi 8 anni fa | 0 risposte | 0

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import and plot dated time series
This my series to plot: SP returns

quasi 8 anni fa | 0

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import and plot dated time series
Hello I have an excel files containing financial time series, two columns the first indicate the date and the second indicates ...

quasi 8 anni fa | 3 risposte | 0

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Insert array into matrix within a loop
I have a matrix X (N,100), i have a function which calculate for each column of X another array h(1,50), a would like to calcula...

quasi 8 anni fa | 2 risposte | 0

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Denoising Signal EMD based MFDFA program
Can someone share with me Empirical mode decomposition function based Multifractal Detrended Fluctuation analysis MFDFA approach...

circa 9 anni fa | 0 risposte | 0