Garch Modelling in R

Описание к видео Garch Modelling in R

This video illustrates how to use the rugarch and rmgarch packages to estimate univariate and multivariate GARCH models. You can find the script on http://eclr.humanities.manchester.ac....

Table of Contents:

00:00 - Introduction
01:08 - Data Upload
04:12 - Univariate GARCH
16:43 - Multivariate GARCH

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