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...
-д хадгалсан:
| -д хэвлэсэн: | RAC - Revista de Administração Contemporânea |
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| Үндсэн зохиолчид: | , , , |
| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração
2021
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| Нөхцлүүд: | |
| Онлайн хандалт: | 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 |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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