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earned this badge 4 times.
How to calculate the kurtosis implied by a GARCH model?
Awarded Feb 27, 2019 at 6:55
Should I keep a non-significant intercept in a GARCH model?
Awarded Feb 19, 2019 at 18:25
ARMA-GARCH forecast evaluation: in-sample, out-of-sample, rolling
Awarded Jul 6, 2018 at 9:08
GARCH diagnostics: autocorrelation in standardized residuals but not in their squares
Awarded Mar 28, 2017 at 7:55

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