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user3384794
  • Member for 8 years, 11 months
  • Last seen more than 8 years ago
3 votes
1 answer
2k views

Forecasting using GARCH in R

1 vote
1 answer
611 views

Constant decreasing volatility, GARCH forecasting

2 votes
1 answer
137 views

EGARCH formulation

1 vote
1 answer
216 views

Residuals in the Ljung box test

3 votes
0 answers
715 views

GARCH modelling and forecasting