ARCH and GARCH Models

New Topic

Mark topics read • 403 topics

Page 11 of 17
- Jump to page:
Previous
1
…
9
10
11
12
13
…
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

2550856 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

2446568 Views

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

Topics

Replies

Views

Last post

Forecasting Actual Series with @MVGarchFore

Last post by TomDoan « Tue Jun 26, 2012 8:25 am
Replies: 1
by victor » Fri Jun 22, 2012 8:24 pm

1 Replies

5016 Views

Last post by TomDoan
Tue Jun 26, 2012 8:25 am
Conducting a LB-Q test in a GARCH model using MAXIMIZE

Last post by TomDoan « Tue Jun 12, 2012 10:08 am
Replies: 3
by Masafumi » Thu Jun 07, 2012 3:58 pm

3 Replies

7683 Views

Last post by TomDoan
Tue Jun 12, 2012 10:08 am
IRF from VAR-BEKK

Last post by FaeK « Tue May 22, 2012 6:21 pm
Replies: 4
by FaeK » Mon May 14, 2012 5:20 pm

4 Replies

10397 Views

Last post by FaeK
Tue May 22, 2012 6:21 pm
Various two-step DCC models

Last post by TomDoan « Tue Dec 13, 2016 8:59 am
Replies: 26
by TomDoan » Thu Aug 05, 2010 1:48 pm
1

2
26 Replies

59466 Views

Last post by TomDoan
Tue Dec 13, 2016 8:59 am
VAR-GARCH BEKK and irf

Last post by TomDoan « Tue May 15, 2012 10:50 am
Replies: 20
by luxu1983 » Thu Aug 13, 2009 12:18 pm
1

2
20 Replies

33184 Views

Last post by TomDoan
Tue May 15, 2012 10:50 am
How to get the ideal result in a FIEC-HYGARCH Model?

Last post by u8810137 « Sat May 12, 2012 9:43 am
Replies: 13
by u8810137 » Thu May 03, 2012 2:21 am

13 Replies

19946 Views

Last post by u8810137
Sat May 12, 2012 9:43 am
Flexible Handling of Multivariate Mean Model

Last post by TomDoan « Fri May 11, 2012 11:55 am

by TomDoan » Fri May 11, 2012 11:55 am

0 Replies

6179 Views

Last post by TomDoan
Fri May 11, 2012 11:55 am
extra explanatory variable in DCC-Garch model

Last post by TomDoan « Mon May 07, 2012 10:23 am
Replies: 1
by sana » Mon May 07, 2012 4:14 am

1 Replies

5193 Views

Last post by TomDoan
Mon May 07, 2012 10:23 am
Forecasting with a ARIMA/GARCH Model

Last post by rmvoller « Tue May 01, 2012 2:16 pm
Replies: 4
by rmvoller » Wed Apr 11, 2012 4:25 pm

4 Replies

8958 Views

Last post by rmvoller
Tue May 01, 2012 2:16 pm
assymteric in BEKK model

Last post by TomDoan « Thu Apr 26, 2012 7:52 am
Replies: 1
by chiade » Thu Apr 26, 2012 2:45 am

1 Replies

5195 Views

Last post by TomDoan
Thu Apr 26, 2012 7:52 am
MGARCH and Robust option

Last post by TomDoan « Sun Apr 22, 2012 6:44 pm
Replies: 1
by amcqeen » Sun Apr 22, 2012 10:14 am

1 Replies

4661 Views

Last post by TomDoan
Sun Apr 22, 2012 6:44 pm
BEKK with Dummy

Last post by Niko « Mon Apr 16, 2012 4:37 am

by Niko » Mon Apr 16, 2012 4:37 am

0 Replies

4708 Views

Last post by Niko
Mon Apr 16, 2012 4:37 am
Nonlinear combinations of BEK parameters

Last post by TomDoan « Mon Apr 09, 2012 1:04 pm
Replies: 1
by willb » Mon Apr 09, 2012 9:42 am

1 Replies

4771 Views

Last post by TomDoan
Mon Apr 09, 2012 1:04 pm
Panel GARCH-in-mean

Last post by nikosant « Mon Apr 09, 2012 9:18 am

by nikosant » Mon Apr 09, 2012 9:18 am

0 Replies

7807 Views

Last post by nikosant
Mon Apr 09, 2012 9:18 am
BEKK and xreg

Last post by avalokita « Sat Apr 07, 2012 4:08 am
Replies: 5
by maathews » Fri Mar 16, 2012 3:51 pm

5 Replies

18335 Views

Last post by avalokita
Sat Apr 07, 2012 4:08 am
goodness of fit measures for different garch models

Last post by TomDoan « Thu Mar 29, 2012 12:18 pm
Replies: 21
by anozman » Tue Mar 06, 2012 6:15 pm
1

2
21 Replies

45076 Views

Last post by TomDoan
Thu Mar 29, 2012 12:18 pm
logmvskew

Last post by TomDoan « Sat Mar 24, 2012 12:42 pm
Replies: 5
by chiade » Wed Mar 21, 2012 4:11 am

5 Replies

9913 Views

Last post by TomDoan
Sat Mar 24, 2012 12:42 pm
N/A

Last post by IMALX7 « Tue Mar 20, 2012 1:35 pm
Replies: 3
by IMALX7 » Mon Mar 19, 2012 12:28 pm

3 Replies

6602 Views

Last post by IMALX7
Tue Mar 20, 2012 1:35 pm
Another Generating Garch Data Question

Last post by TomDoan « Thu Mar 15, 2012 10:39 am
Replies: 3
by elizamcginley » Wed Mar 14, 2012 11:00 am

3 Replies

6334 Views

Last post by TomDoan
Thu Mar 15, 2012 10:39 am
Generating Data for a Garch Model

Last post by TomDoan « Sun Mar 11, 2012 5:46 pm
Replies: 1
by elizamcginley » Sun Mar 11, 2012 8:37 am

1 Replies

5962 Views

Last post by TomDoan
Sun Mar 11, 2012 5:46 pm
MV garch model w assymetry + spillovers

Last post by chiade « Fri Mar 09, 2012 1:51 am

by chiade » Fri Mar 09, 2012 1:51 am

0 Replies

4670 Views

Last post by chiade
Fri Mar 09, 2012 1:51 am
multivariate garch time-trend in correlation equation

Last post by TomDoan « Mon Feb 27, 2012 10:35 am
Replies: 1
by bkoksal » Mon Feb 27, 2012 9:38 am

1 Replies

4703 Views

Last post by TomDoan
Mon Feb 27, 2012 10:35 am
Q stat DCC GARCH

Last post by moderator « Fri Feb 10, 2012 11:07 am
Replies: 7
by aymenbelgacem » Wed Feb 08, 2012 3:18 pm

7 Replies

11178 Views

Last post by moderator
Fri Feb 10, 2012 11:07 am
How to combine BEKK and EGARCH

Last post by TomDoan « Tue Feb 07, 2012 12:02 pm
Replies: 1
by huanpipt » Mon Feb 06, 2012 9:41 pm

1 Replies

5356 Views

Last post by TomDoan
Tue Feb 07, 2012 12:02 pm
MULTIVARIATE ARCH AND JARQUE-BERA TESTS

Last post by mmkubilay « Tue Jan 31, 2012 3:32 pm
Replies: 13
by mmkubilay » Mon Jan 23, 2012 12:40 pm

13 Replies

18493 Views

Last post by mmkubilay
Tue Jan 31, 2012 3:32 pm

New Topic

Mark topics read • 403 topics

Page 11 of 17
- Jump to page:
Previous
1
…
9
10
11
12
13
…
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