Published On May 3, 2018
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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