Topic: gjr-garch Goto Github
Some thing interesting about gjr-garch
Some thing interesting about gjr-garch
gjr-garch,MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.
User: boyla950
gjr-garch,This project showcases an advanced GARCH implementation in Python, APARCH(1,1). It determines the parameters best defining a stock's returns variance, and then uses these in a Monte Carlo simulation to simulate future returns with asymmetric volatility clustering.
User: charlesdavidely
gjr-garch,ARMA-GARCH
User: iankhr
gjr-garch,This repository of codes includes in the R and Python programs used in the six chapters of my published book titled "Analysis and Forecasting of Financial Time Series: Selected Cases". The book is published by Cambridge Scholars Publishing, New Casle upon Tyne, United Kindoam, in 2022.
User: jaydipsen
gjr-garch,Backtesting Median Shortfall and VaR
User: kago496
gjr-garch,MSGARCH R Package
User: keblu
Home Page: https://cran.r-project.org/web/packages/MSGARCH/index.html
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