ARCH and GARCH Models

New Topic

Mark topics read • 403 topics

Page 10 of 17
- Jump to page:
Previous
1
…
8
9
10
11
12
…
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

1675192 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

1592766 Views

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

Topics

Replies

Views

Last post

series correlation can't be solved

Last post by ibrahim « Sun Apr 07, 2013 3:46 pm
Replies: 12
by huanpipt » Thu Feb 23, 2012 2:53 am

12 Replies

15635 Views

Last post by ibrahim
Sun Apr 07, 2013 3:46 pm
How to check global and local maximum?

Last post by TomDoan « Fri Mar 29, 2013 2:52 pm
Replies: 1
by yli725 » Thu Mar 28, 2013 1:15 pm

1 Replies

4648 Views

Last post by TomDoan
Fri Mar 29, 2013 2:52 pm
Initial value for mvgarch model

Last post by TomDoan « Wed Mar 20, 2013 12:15 pm
Replies: 1
by yli725 » Tue Mar 19, 2013 10:30 pm

1 Replies

6103 Views

Last post by TomDoan
Wed Mar 20, 2013 12:15 pm
ECM-GARCH model estimation

Last post by xin_zh « Fri Mar 15, 2013 11:35 pm
Replies: 3
by xin_zh » Tue Feb 26, 2013 3:21 pm

3 Replies

8102 Views

Last post by xin_zh
Fri Mar 15, 2013 11:35 pm
DCC

Last post by FaeK « Sun Mar 10, 2013 9:40 pm
Replies: 2
by FaeK » Tue Mar 05, 2013 9:58 am

2 Replies

5993 Views

Last post by FaeK
Sun Mar 10, 2013 9:40 pm
bivariate GARCH-X

Last post by TomDoan « Sun Jan 27, 2013 6:13 pm
Replies: 7
by fadimohamed » Thu Jan 24, 2013 9:05 am

7 Replies

11491 Views

Last post by TomDoan
Sun Jan 27, 2013 6:13 pm
Bootstrpped Data Series

Last post by msrahman « Fri Nov 30, 2012 4:51 pm

by msrahman » Fri Nov 30, 2012 4:51 pm

0 Replies

4431 Views

Last post by msrahman
Fri Nov 30, 2012 4:51 pm
testing for the I in IGARCH

Last post by TomDoan « Thu Nov 01, 2012 8:41 pm
Replies: 1
by uli » Wed Oct 31, 2012 10:08 am

1 Replies

5234 Views

Last post by TomDoan
Thu Nov 01, 2012 8:41 pm
SVAR with GARCH Errors

Last post by terrya « Thu Nov 01, 2012 2:44 pm
Replies: 3
by terrya » Tue Oct 30, 2012 4:57 pm

3 Replies

6675 Views

Last post by terrya
Thu Nov 01, 2012 2:44 pm
Restricted MV-GARCH

Last post by FaeK « Wed Oct 31, 2012 8:47 pm
Replies: 18
by FaeK » Tue Jun 26, 2012 12:02 pm
1

2
18 Replies

27332 Views

Last post by FaeK
Wed Oct 31, 2012 8:47 pm
VAR(2) BEKK MGARCH t=3

Last post by amcqeen « Wed Oct 24, 2012 9:07 am
Replies: 4
by amcqeen » Tue Oct 23, 2012 10:56 pm

4 Replies

7876 Views

Last post by amcqeen
Wed Oct 24, 2012 9:07 am
Quatro-variate BEKK MGARCH with VAR(2) for the mean equation

Last post by amcqeen « Wed Oct 17, 2012 5:54 am
Replies: 2
by amcqeen » Wed Oct 17, 2012 2:02 am

2 Replies

6045 Views

Last post by amcqeen
Wed Oct 17, 2012 5:54 am
Convergence issues EGARCH Model

Last post by lsal0106 « Wed Oct 10, 2012 7:37 pm
Replies: 8
by lsal0106 » Sun Oct 07, 2012 10:43 pm

8 Replies

11973 Views

Last post by lsal0106
Wed Oct 10, 2012 7:37 pm
The validity of significance tests for BEKK models?

Last post by TomDoan « Wed Oct 03, 2012 11:27 am
Replies: 1
by avalokita » Wed Oct 03, 2012 9:42 am

1 Replies

5947 Views

Last post by TomDoan
Wed Oct 03, 2012 11:27 am
graph residual from DCC GARCH

Last post by TomDoan « Thu Sep 27, 2012 5:55 pm
Replies: 1
by lumengobobo46 » Thu Sep 27, 2012 5:02 pm

1 Replies

5589 Views

Last post by TomDoan
Thu Sep 27, 2012 5:55 pm
Dummy variable for GJR Garch (1,1) and GARCH-M (1,1)

Last post by GaryM26 « Mon Sep 17, 2012 4:02 am
Replies: 2
by GaryM26 » Fri Sep 14, 2012 3:44 pm

2 Replies

6630 Views

Last post by GaryM26
Mon Sep 17, 2012 4:02 am
Box jenkins problem trying find to best fit model

Last post by TomDoan « Fri Sep 14, 2012 12:25 pm
Replies: 17
by GaryM26 » Tue Sep 11, 2012 8:15 am
1

2
17 Replies

22600 Views

Last post by TomDoan
Fri Sep 14, 2012 12:25 pm
Testing for Arch affects

Last post by TomDoan « Fri Sep 07, 2012 6:30 am
Replies: 3
by GaryM26 » Thu Sep 06, 2012 4:03 pm

3 Replies

6612 Views

Last post by TomDoan
Fri Sep 07, 2012 6:30 am
DCC bootstrap

Last post by TomDoan « Tue Aug 28, 2012 10:04 pm
Replies: 6
by fabio fornari » Thu Jun 23, 2011 3:42 am

6 Replies

13808 Views

Last post by TomDoan
Tue Aug 28, 2012 10:04 pm
Jump GARCH Replication of Q stats

Last post by TomDoan « Fri Aug 10, 2012 10:33 am
Replies: 3
by spollard777 » Tue Mar 13, 2012 8:08 pm

3 Replies

7637 Views

Last post by TomDoan
Fri Aug 10, 2012 10:33 am
Forecasting ARJI-Garch model

Last post by sana « Mon Aug 06, 2012 6:46 am

by sana » Mon Aug 06, 2012 6:46 am

0 Replies

4453 Views

Last post by sana
Mon Aug 06, 2012 6:46 am
How to interpret the BEKK coefficients

Last post by TomDoan « Thu Aug 02, 2012 9:39 am
Replies: 5
by hardmann » Tue Mar 01, 2011 9:38 am

5 Replies

12744 Views

Last post by TomDoan
Thu Aug 02, 2012 9:39 am
Garch models for stock returns

Last post by GaryM26 « Tue Jul 24, 2012 1:48 pm
Replies: 2
by GaryM26 » Mon Jul 23, 2012 1:38 pm

2 Replies

5920 Views

Last post by GaryM26
Tue Jul 24, 2012 1:48 pm
MS-XGARCH-M

Last post by yanne1224 « Thu Jul 19, 2012 2:23 am
Replies: 2
by yanne1224 » Wed Jul 18, 2012 11:00 am

2 Replies

6064 Views

Last post by yanne1224
Thu Jul 19, 2012 2:23 am
Volatility Spillovers with Bivariate BEKK

Last post by TomDoan « Tue Jun 26, 2012 12:50 pm
Replies: 4
by kian651 » Mon Jun 11, 2012 7:33 pm

4 Replies

9741 Views

Last post by TomDoan
Tue Jun 26, 2012 12:50 pm

New Topic

Mark topics read • 403 topics

Page 10 of 17
- Jump to page:
Previous
1
…
8
9
10
11
12
…
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