Published On Oct 14, 2024
Econometrics for PhD - by Kiss Gábor Dávid *
GARCH models
GARCH models in Matlab (MFE toolbox: https://www.kevinsheppard.com/code/ma...
Thank you Prof. Sheppard!!!!)
Information criteria
DCC-GARCH
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Econometrics for PhD - by Kiss Gábor Dávid *
GARCH models
GARCH models in Matlab (MFE toolbox: https://www.kevinsheppard.com/code/ma...
Thank you Prof. Sheppard!!!!)
Information criteria
DCC-GARCH