Timeline for Differences between variations of GARCH (EGARCH, APARCH, ...)
Current License: CC BY-SA 4.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 22, 2022 at 7:13 | vote | accept | Tharinwat | ||
| Nov 22, 2022 at 7:12 | vote | accept | Tharinwat | ||
| Nov 22, 2022 at 7:13 | |||||
| Nov 22, 2022 at 6:15 | history | edited | Tharinwat | CC BY-SA 4.0 |
added 363 characters in body
|
| Nov 22, 2022 at 6:13 | comment | added | User1865345 | @Tharinwat please add any relevant info in your question body and not as a comment. | |
| Nov 22, 2022 at 6:11 | history | edited | Richard Hardy | CC BY-SA 4.0 |
edited tags
|
| Nov 22, 2022 at 6:10 | answer | added | Richard Hardy | timeline score: 1 | |
| Nov 22, 2022 at 6:04 | comment | added | Tharinwat | My work is find the different thing of GARCH and other GARCH model that why make their work or paper not use only standard GARCH for example i found this GARCH model cannot capture asymmetric and leverage effect and also explain negative and positive shock have effect in same direction, but EGARCH can capture asymmetric and explain negative and positive shocks. | |
| Nov 22, 2022 at 6:03 | comment | added | Richard Hardy | See Bollerslev "Glossary to ARCH" (2009) and Ghalanos "Introduction to the rugarch package" (2022). | |
| Nov 22, 2022 at 5:50 | comment | added | User1865345 | Hello. As of now, this is certainly very broad. Please narrow down your scope and add your relevant specifications, your requirements. | |
| S Nov 22, 2022 at 5:46 | review | First questions | |||
| Nov 22, 2022 at 7:15 | |||||
| S Nov 22, 2022 at 5:46 | history | asked | Tharinwat | CC BY-SA 4.0 |