ARCH and GARCH Models

New Topic

Mark topics read • 403 topics

Page 7 of 17
- Jump to page:
Previous
1
…
5
6
7
8
9
…
17
Next

Announcements

Replies

Views

Last post

RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
Posted in Forum Announcements

by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

0 Replies

2536821 Views

Last post by TomDoan
Fri Jan 23, 2026 1:01 pm
RATS 11: Free Trial Version

Last post by RK2509 « Sun Apr 05, 2026 9:17 pm
Posted in RATS Product Announcements
Replies: 2
by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

2 Replies

2432523 Views

Last post by RK2509
Sun Apr 05, 2026 9:17 pm

Topics

Replies

Views

Last post

Saving conditional variances

Last post by FaeK « Thu Mar 17, 2016 7:35 am
Replies: 2
by FaeK » Thu Mar 17, 2016 7:22 am

2 Replies

5917 Views

Last post by FaeK
Thu Mar 17, 2016 7:35 am
How to get conditional variance & autocorrelation in GARCH?

Last post by TomDoan « Mon Mar 07, 2016 2:29 pm
Replies: 5
by Aixia_Mei » Mon Mar 07, 2016 7:43 am

5 Replies

10344 Views

Last post by TomDoan
Mon Mar 07, 2016 2:29 pm
REGIME DUMMIES IN MGARCH variance-covariance matrix

Last post by TomDoan « Wed Jan 13, 2016 9:56 am
Replies: 5
by amcqeen » Fri Mar 20, 2009 4:02 am

5 Replies

12471 Views

Last post by TomDoan
Wed Jan 13, 2016 9:56 am
BEKK-GARCH constant

Last post by pitsikiou « Tue Jan 12, 2016 5:29 pm
Replies: 11
by fadimohamed » Wed May 25, 2011 4:15 am

11 Replies

22321 Views

Last post by pitsikiou
Tue Jan 12, 2016 5:29 pm
Why Different Results? of Built-in and Frml commands

Last post by TomDoan « Fri Jan 08, 2016 1:53 pm
Replies: 10
by irfanawan » Sat Oct 03, 2015 3:34 am

10 Replies

17057 Views

Last post by TomDoan
Fri Jan 08, 2016 1:53 pm
Calculating determinant of the variance-covariance from DCC

Last post by hyde82 « Fri Dec 25, 2015 1:29 pm
Replies: 4
by hyde82 » Fri Dec 25, 2015 11:07 am

4 Replies

10242 Views

Last post by hyde82
Fri Dec 25, 2015 1:29 pm
vecm - mgarch-bekk

Last post by TomDoan « Tue Dec 22, 2015 1:27 pm
Replies: 29
by Alepruz » Mon Jul 06, 2015 10:34 am
1

2
29 Replies

38727 Views

Last post by TomDoan
Tue Dec 22, 2015 1:27 pm
Matrix of Loadings in VECM-GARCH

Last post by TomDoan « Fri Dec 11, 2015 8:47 am
Replies: 6
by klaus86 » Mon May 11, 2015 10:59 am

6 Replies

12069 Views

Last post by TomDoan
Fri Dec 11, 2015 8:47 am
Jump GARCH model

Last post by TomDoan « Wed Dec 09, 2015 12:42 pm
Replies: 24
by TomDoan » Thu Aug 07, 2008 4:17 pm
1

2
24 Replies

51055 Views

Last post by TomDoan
Wed Dec 09, 2015 12:42 pm
Granger causality test in GARCH model

Last post by TomDoan « Wed Dec 02, 2015 11:45 am
Replies: 12
by John » Mon Nov 16, 2015 3:20 pm

12 Replies

18617 Views

Last post by TomDoan
Wed Dec 02, 2015 11:45 am
Difference between VECH AND BEKK Model

Last post by TomDoan « Tue Dec 01, 2015 9:30 am
Replies: 3
by upani » Wed Jan 07, 2015 5:27 am

3 Replies

10952 Views

Last post by TomDoan
Tue Dec 01, 2015 9:30 am
Multivariate Q Stat

Last post by TomDoan « Fri Nov 27, 2015 6:41 pm
Replies: 1
by John » Fri Nov 27, 2015 4:31 pm

1 Replies

6801 Views

Last post by TomDoan
Fri Nov 27, 2015 6:41 pm
MVGarch - Initial values

Last post by TomDoan « Thu Nov 26, 2015 2:31 pm
Replies: 1
by LeCaptain » Thu Nov 26, 2015 11:30 am

1 Replies

6904 Views

Last post by TomDoan
Thu Nov 26, 2015 2:31 pm
ARJI-GARCH-M model

Last post by TomDoan « Mon Nov 23, 2015 10:29 pm
Replies: 6
by Michelle » Sun Nov 22, 2015 8:58 pm

6 Replies

11788 Views

Last post by TomDoan
Mon Nov 23, 2015 10:29 pm
Treatment of Ht in the variance of BEKK(1,1) model

Last post by TomDoan « Sat Nov 21, 2015 4:13 pm
Replies: 1
by arezitis » Sat Nov 21, 2015 1:34 pm

1 Replies

7022 Views

Last post by TomDoan
Sat Nov 21, 2015 4:13 pm
Bayesian Multivariate GARCH-in-mean?

Last post by LeCaptain « Thu Nov 19, 2015 3:58 am
Replies: 2
by LeCaptain » Wed Nov 18, 2015 12:58 pm

2 Replies

7837 Views

Last post by LeCaptain
Thu Nov 19, 2015 3:58 am
Panel garch model

Last post by TomDoan « Wed Oct 28, 2015 8:01 am
Replies: 1
by sanjeev » Wed Oct 28, 2015 3:00 am

1 Replies

7039 Views

Last post by TomDoan
Wed Oct 28, 2015 8:01 am
Estimation of DCC-GARCH model

Last post by TomDoan « Wed Oct 21, 2015 7:40 pm
Replies: 5
by ines_morais » Mon Oct 19, 2015 5:10 pm

5 Replies

11307 Views

Last post by TomDoan
Wed Oct 21, 2015 7:40 pm
convert confidence intervall from differneces in levels

Last post by TomDoan « Fri Sep 18, 2015 1:18 pm
Replies: 1
by Gilbril » Fri Sep 18, 2015 8:20 am

1 Replies

6527 Views

Last post by TomDoan
Fri Sep 18, 2015 1:18 pm
bekk model with dummy

Last post by Qatar « Sun Aug 23, 2015 4:25 am
Replies: 6
by Qatar » Fri Aug 21, 2015 7:21 pm

6 Replies

11366 Views

Last post by Qatar
Sun Aug 23, 2015 4:25 am
News Impact Surface

Last post by Zeus___ « Thu Jul 30, 2015 9:52 pm

by Zeus___ » Thu Jul 30, 2015 9:52 pm

0 Replies

6966 Views

Last post by Zeus___
Thu Jul 30, 2015 9:52 pm
Elder and Serletis(2010) RATS code from Estima

Last post by gorgorm « Mon Jul 06, 2015 2:57 pm
Replies: 2
by gorgorm » Wed Jun 24, 2015 11:28 am

2 Replies

7484 Views

Last post by gorgorm
Mon Jul 06, 2015 2:57 pm
VAR GARCH-M Model

Last post by TomDoan « Thu Jul 02, 2015 9:42 pm
Replies: 26
by HieuNguyen051093 » Wed Mar 11, 2015 12:27 am
1

2
26 Replies

31694 Views

Last post by TomDoan
Thu Jul 02, 2015 9:42 pm
Extracting the residual series from MGARCH-M model

Last post by econo « Wed Jun 17, 2015 4:34 pm
Replies: 20
by msrahman » Sun Nov 25, 2012 11:56 am
1

2
20 Replies

27236 Views

Last post by econo
Wed Jun 17, 2015 4:34 pm
Order of variables in multi-variate GARCH models

Last post by TomDoan « Fri Jun 05, 2015 8:33 am
Replies: 1
by sanjeev » Fri Jun 05, 2015 2:16 am

1 Replies

6144 Views

Last post by TomDoan
Fri Jun 05, 2015 8:33 am

New Topic

Mark topics read • 403 topics

Page 7 of 17
- Jump to page:
Previous
1
…
5
6
7
8
9
…
17
Next

Return to Board Index

Forum permissions

You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum