04. Econometrics - Conditional volatility and correlation (GARCH)
Вставка
- Опубліковано 15 жов 2024
- Econometrics for PhD - by Kiss Gábor Dávid *
GARCH models
GARCH models in Matlab (MFE toolbox: www.kevinshepp...
Thank you Prof. Sheppard!!!!)
Information criteria
DCC-GARCH