ARCH and GARCH Models

New Topic

Mark topics read • 402 topics

Page 3 of 17
- Jump to page:
Previous
1
2
3
4
5
…
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

1394776 Views

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

Last post by TomDoan « Wed May 01, 2024 11:40 am
Posted in RATS Product Announcements

by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

0 Replies

1345224 Views

Last post by TomDoan
Wed May 01, 2024 11:40 am

Topics

Replies

Views

Last post

Looping for VAR-BEKK GARCH Model

Last post by lendraniestiko01 « Fri May 22, 2020 7:10 pm
Replies: 6
by lendraniestiko01 » Mon May 18, 2020 9:32 am

6 Replies

9261 Views

Last post by lendraniestiko01
Fri May 22, 2020 7:10 pm
BEKK Interpretations for Variance/Covariance Equations

Last post by TomDoan « Tue May 19, 2020 12:44 pm
Replies: 3
by cmcknigh » Wed May 06, 2020 10:30 am

3 Replies

7134 Views

Last post by TomDoan
Tue May 19, 2020 12:44 pm
How to deal with zeros in data?

Last post by TomDoan « Tue Mar 31, 2020 8:30 am
Replies: 20
by Aixia_Mei » Mon Jan 05, 2015 2:42 pm
1

2
20 Replies

29547 Views

Last post by TomDoan
Tue Mar 31, 2020 8:30 am
VCV matrix from ADCC GARCH

Last post by vb83 « Mon Jan 20, 2020 2:59 am
Replies: 1
by vb83 » Thu Jan 16, 2020 8:24 pm

1 Replies

6764 Views

Last post by vb83
Mon Jan 20, 2020 2:59 am
Regarding VAR-GARCH-M

Last post by TomDoan « Mon Jan 06, 2020 9:43 am
Replies: 1
by Owen Wang » Mon Jan 06, 2020 8:32 am

1 Replies

5539 Views

Last post by TomDoan
Mon Jan 06, 2020 9:43 am
ARMA-GARCH-IGARCH-FIGARCH

Last post by sue « Tue Dec 17, 2019 12:12 pm
Replies: 8
by sue » Thu Nov 07, 2019 2:57 pm

8 Replies

12268 Views

Last post by sue
Tue Dec 17, 2019 12:12 pm
Convergence in Asymmetric VECM-MGARCH-BEKK Model

Last post by TomDoan « Thu Dec 12, 2019 12:17 pm
Replies: 1
by Kiplimo » Wed Dec 11, 2019 2:15 pm

1 Replies

5948 Views

Last post by TomDoan
Thu Dec 12, 2019 12:17 pm
please i need your help

Last post by TomDoan « Sun Nov 17, 2019 7:42 am
Replies: 1
by fi-30 » Sun Nov 17, 2019 5:50 am

1 Replies

5385 Views

Last post by TomDoan
Sun Nov 17, 2019 7:42 am
DCC GARCH Correlations Test

Last post by TomDoan « Tue Oct 01, 2019 12:58 pm
Replies: 3
by cmcknigh » Tue Oct 01, 2019 10:57 am

3 Replies

7548 Views

Last post by TomDoan
Tue Oct 01, 2019 12:58 pm
Question during multivariate Garch Models

Last post by TomDoan « Sun Sep 08, 2019 10:29 pm
Replies: 3
by yangdashan » Fri Aug 30, 2019 2:31 pm

3 Replies

7849 Views

Last post by TomDoan
Sun Sep 08, 2019 10:29 pm
The parameter of DCC model

Last post by TomDoan « Fri Aug 23, 2019 3:54 pm
Replies: 4
by pascal » Sat Jul 13, 2019 10:43 am

4 Replies

9259 Views

Last post by TomDoan
Fri Aug 23, 2019 3:54 pm
Regarding multivariate VAR-GARCH model

Last post by TomDoan « Mon Aug 19, 2019 11:27 am
Replies: 1
by Owen Wang » Mon Aug 19, 2019 10:41 am

1 Replies

5595 Views

Last post by TomDoan
Mon Aug 19, 2019 11:27 am
PANEL GARCH COVARIANCE SERIES

Last post by TomDoan « Tue Jul 23, 2019 10:31 am
Replies: 1
by Tolga Omay » Tue Jul 23, 2019 6:38 am

1 Replies

5806 Views

Last post by TomDoan
Tue Jul 23, 2019 10:31 am
Panel GARCH

Last post by anthony « Tue Jul 09, 2019 4:31 am

by anthony » Tue Jul 09, 2019 4:31 am

0 Replies

5121 Views

Last post by anthony
Tue Jul 09, 2019 4:31 am
Reducing Parameters in BEKK GARCH

Last post by cmcknigh « Mon Jul 08, 2019 12:02 pm
Replies: 7
by cmcknigh » Thu Jun 13, 2019 4:27 pm

7 Replies

21740 Views

Last post by cmcknigh
Mon Jul 08, 2019 12:02 pm
Variance-convariance matrix in a VAR-BEKK-GARCH model

Last post by TomDoan « Fri Jun 28, 2019 8:41 am
Replies: 1
by betaedu27 » Fri Jun 28, 2019 7:27 am

1 Replies

5347 Views

Last post by TomDoan
Fri Jun 28, 2019 8:41 am
Compare unrestricted and restricted VARX-DCC model

Last post by TomDoan « Tue Jun 25, 2019 4:23 pm
Replies: 3
by mengqi » Tue Oct 24, 2017 12:28 pm

3 Replies

8489 Views

Last post by TomDoan
Tue Jun 25, 2019 4:23 pm
forecasting ARMA with GARCH errors

Last post by TomDoan « Thu Jun 20, 2019 10:21 pm
Replies: 11
by vittorio23 » Thu Jun 18, 2009 4:23 am

11 Replies

18913 Views

Last post by TomDoan
Thu Jun 20, 2019 10:21 pm
Non-Convergence in DCC model

Last post by curiousresearcher « Mon Jun 10, 2019 11:05 am
Replies: 10
by sanjeev » Thu Apr 30, 2015 3:22 am

10 Replies

16951 Views

Last post by curiousresearcher
Mon Jun 10, 2019 11:05 am
VARMA GARCH Model

Last post by TomDoan « Thu Jun 06, 2019 5:57 pm
Replies: 43
by TomDoan » Mon Mar 05, 2012 2:44 pm
1

2

3
43 Replies

68803 Views

Last post by TomDoan
Thu Jun 06, 2019 5:57 pm
confirmation needed for codes for 3 different models

Last post by TomDoan « Thu May 23, 2019 7:27 am
Replies: 1
by curiousresearcher » Wed May 22, 2019 2:01 pm

1 Replies

5690 Views

Last post by TomDoan
Thu May 23, 2019 7:27 am
IRF From Estimated VECM with DCC-MGARCH

Last post by TomDoan « Wed Apr 24, 2019 4:22 pm
Replies: 5
by cmcknigh » Tue Apr 23, 2019 12:46 pm

5 Replies

9322 Views

Last post by TomDoan
Wed Apr 24, 2019 4:22 pm
var-diagonal bekk model

Last post by TomDoan « Sun Apr 21, 2019 2:03 pm
Replies: 15
by sanjeev » Sun Feb 21, 2016 11:30 pm
1

2
15 Replies

26093 Views

Last post by TomDoan
Sun Apr 21, 2019 2:03 pm
Panel GARCH with dummy variable

Last post by TomDoan « Wed Dec 26, 2018 1:37 pm
Replies: 5
by Ameer » Tue Dec 25, 2018 10:03 am

5 Replies

10093 Views

Last post by TomDoan
Wed Dec 26, 2018 1:37 pm
Out-of-sample mean forecasts from VARMA-MGARCH-M

Last post by TomDoan « Thu Dec 13, 2018 11:13 am
Replies: 3
by hasanov » Tue Dec 11, 2018 7:30 pm

3 Replies

7287 Views

Last post by TomDoan
Thu Dec 13, 2018 11:13 am

New Topic

Mark topics read • 402 topics

Page 3 of 17
- Jump to page:
Previous
1
2
3
4
5
…
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