VAR AGARCH model (optimal weight, hedge ratio and Hedging )
-
curiousresearcher
- Posts: 41
- Joined: Sun May 19, 2019 9:56 pm
Re: VAR AGARCH model (optimal weight, hedge ratio and Hedgi
Thanks for the guidance here.
Re: VAR AGARCH model (optimal weight, hedge ratio and Hedgi
Dear Tom
I want to estimate the hedge ratios and portfolio weights between three variables: conventional stock, shariah stock and currency.
Following your earlier post (the hedges ratios), I am successful with setting the hedge ratios. However, I still have problems as below:
1. put the hedge ratios in table (pull out the hedge ratios)
2. write command for portfolio weights
3. put the weights in table (pull out the weights)
Your guidance is highly appreciated
Thank you
Nevi
I want to estimate the hedge ratios and portfolio weights between three variables: conventional stock, shariah stock and currency.
Following your earlier post (the hedges ratios), I am successful with setting the hedge ratios. However, I still have problems as below:
1. put the hedge ratios in table (pull out the hedge ratios)
2. write command for portfolio weights
3. put the weights in table (pull out the weights)
Your guidance is highly appreciated
Thank you
Nevi