GARCH Modelling for Volatility in Eviews

Описание к видео GARCH Modelling for Volatility in Eviews

This video provides some useful guides on how to generate the volatility series using the GARCH model framework.

For a better understanding of GARCH modelling, kindly refer to the following texts:

Alexander, C. (2008). Market risk analysis, volume II, practical financial econometrics: https://www.wiley.com/en-ru/Market+Ri...

Taylor, S. T. (2007). Asset price dynamics, volatility and prediction: https://www.amazon.com/Asset-Price-Dy...

Campbell, et al (1996)

Chan (2010)

#garch #volatility #arch #bitcoin #btc

‪@ChekwubeMadichie‬ ‪@CrunchEconometrix‬ ‪@sayedhossain23‬ ‪@harvard‬ ‪@mitocw‬ ‪@cambridgeuniversity‬ ‪@RuhrUniversitatBochum‬

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