43 reputation
16
bio website
location Berkeley
age 24
visits member for 1 year, 10 months
seen May 6 '13 at 19:47

M.A. Student in UC Berkeley Statistics Department


Dec
8
awarded  Notable Question
Sep
24
awarded  Autobiographer
Oct
23
awarded  Popular Question
Mar
5
awarded  Editor
Mar
5
comment Why do we use GARCH(1,1) to predict volatility?
Just did so! Thanks Richard
Mar
5
revised Why do we use GARCH(1,1) to predict volatility?
edited title
Feb
13
awarded  Supporter
Feb
13
awarded  Student
Feb
13
comment Why do we use GARCH(1,1) to predict volatility?
Also, I would like to know why are people tend to use GARCH(1,1) but not other values for p,q?
Feb
13
comment Why do we use GARCH(1,1) to predict volatility?
Thanks, Freddy! That's very helpful!
Feb
13
awarded  Scholar
Feb
13
accepted Why do we use GARCH(1,1) to predict volatility?
Feb
13
asked Why do we use GARCH(1,1) to predict volatility?