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Yoshiko Kawashima


2011 年からアクティブ

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質問


FHS Value at Risk Matlab code problem?
When I run the MATLAB code (Using Bootstrapping and Filtered Historical Simulation to Evaluate Market Risk) taken from the below...

約13年 前 | 0 件の回答 | 0

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why checking correlation in square series?
Why MATLAB product help (Econometric tools-Getting started-Time series modelling-GARCH models) calculates the correlation in bot...

約13年 前 | 1 件の回答 | 0

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how to deal with a missing value of a time series?
I have few time series that are to be used in regression. for some of them the few first or last values are missing, how should ...

13年以上 前 | 2 件の回答 | 0

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garchfit significance
what is the exact level of t-stat in the garchfit outcome to become significance for 1% and 5% Parameter Value ...

13年以上 前 | 1 件の回答 | 0

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GARCH significance, what is the precise number?
When performing GARCH, EGARCH and JRR Matlab produces : Value-Standard Error and t-stat. how do we find out if the t-stat is sig...

13年以上 前 | 2 件の回答 | 0

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