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Jul
12
awarded  Scholar
Jul
12
awarded  Supporter
Jul
12
accepted how do I loop through all the stocks with quantmod and ttr?
Jul
12
comment how do I loop through all the stocks with quantmod and ttr?
Thank you so much for your help!
Jul
8
asked how do I loop through all the stocks with quantmod and ttr?
Apr
11
awarded  Popular Question
Nov
5
comment How do I evaluate the suitability of a GARCH model?
OK, thank you very much!
Nov
5
comment How do I evaluate the suitability of a GARCH model?
Thank you very much!BTW, why do we need to increase q until autocorrelations of the error terms no longer significant?
Nov
5
awarded  Student
Nov
5
awarded  Editor
Nov
5
revised How do I evaluate the suitability of a GARCH model?
added 419 characters in body
Nov
4
comment How do I evaluate the suitability of a GARCH model?
To simplify, I only have two questions. The first one: GARCH is used to predict volatility. But, after we get the new return(or price) data, how well is the GARCH prediction? Is there any quantitative method to evaluate this? The second one: Once we decided to use GARCH(p,q), how do we choose the order p and q?(for example, if we choose (p,q)=(1,1), then why we do not choose(2,2) or whatever)
Nov
3
asked How do I evaluate the suitability of a GARCH model?