A GARCH Tutorial with R
Context: modeling volatility is an advanced technique in financial econometrics, with several applications for academic research.Objective: in this tutorial paper, we will address the topic of volatility modeling in R. We will discuss the underlying logic of GARCH models, their representation and es...
Uloženo v:
| Vydáno v: | RAC - Revista de Administração Contemporânea |
|---|---|
| Hlavní autoři: | , , , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração
2021
|
| Témata: | |
| On-line přístup: | https://www.redalyc.org/articulo.oa?id=84064925005 https://www.redalyc.org/journal/840/84064925005/ https://www.redalyc.org/journal/840/84064925005/html/ https://www.redalyc.org/journal/840/84064925005/84064925005.epub https://www.redalyc.org/journal/840/84064925005/movil |
| Tagy: |
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|