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Isac
  • Member for 3 years, 8 months
  • Last seen more than 3 years ago
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2
Interpretation of dccalpha and dccbeta in DCC-GARCH model
May 16, 2021
question
1
Get vector of volatility from GARCH-model
Apr 21, 2021
question
1
Implications of insignificant dccalpha and dccbeta for DCC-model used for co-movement analysis
May 16, 2021
question
1
Different Standard Errors for Univariate GARCH and DCC-GARCH
May 20, 2021
question
0
Augmented Dickey-Fuller test null rejected. AR(1) in ARCH(1) p-value of 0.000
Apr 13, 2021
question
0
Can I apply the same DCC-GARCH model on sub-samples to investigate differences in co-movements?
May 20, 2021