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...
Spremljeno u:
| Izdano u: | RAC - Revista de Administração Contemporânea |
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| Glavni autori: | , , , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração
2021
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| Teme: | |
| Online pristup: | 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 |
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