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...
8年弱 前 | 0 件の回答 | 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...
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 ...
約8年 前 | 3 件の回答 | 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...
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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...