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msmna93

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 2 years, 8 months
  • 11 profile views
  • Last seen Nov 10 '18 at 14:19

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Top posts (10) All Questions Answers | Votes Newest

5 Comparing AIC between ARMA and GARCH Nov 28 '16
2 ARMA+EGARCH Model with Negative Omega Parameter Sep 10 '16
1 How to Test for Non-Gaussian Residual Distributions from ARMA+GARCH Models Sep 27 '16
1 Rotations and Shifts in the f-GARCH News Impact Curve Feb 24 '17
1 GARCH - the magnitude of news impact on volatility Mar 4 '17
1 Converting Log-Returns Back to Prices in R Sep 3 '16
0 ARCH effect - Conflicting Results from Lagrange Multiplier Test and Ljung Box Test? Apr 28 '17
0 Testing for serial correlation in ARMA-GARCH residuals Oct 17 '16
0 Parameters and Conditional Variance Dynamics of Hybrid ARMA+EGARCH Model Sep 14 '16
0 Diagnostic checking of GARCH model with Student-$t$ errors Sep 18 '16

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