04. Econometrics - Conditional volatility and correlation (GARCH)
Dr. Gabor David KISS Dr. Gabor David KISS
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 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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