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Jyoti Nair's user avatar
Jyoti Nair's user avatar
Jyoti Nair's user avatar
Jyoti Nair
  • Member for 2 years, 2 months
  • Last seen more than 1 year ago
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57
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43
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29
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2
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29
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29
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Top posts
question
2
Implementing DCC GARCH Model with External Regressors in R
Mar 26, 2023
question
1
Interpreting GARCH (1,1) model with external regressor in variance equation using rugarch
Oct 30, 2022
question
1
Dummy interaction term in an ARIMA model
Mar 25, 2023
question
1
Interaction term's significance changes by including the intercept. How to decide if intercept is to be kept or not?
Apr 29, 2023
question
0
Different outcome with different conditional distributions in GARCH model (rugarch)
Oct 10, 2022
question
0
Identify ARMA model with no autocorrelation in residuals [duplicate]
Mar 5, 2023
question
0
Autocorrelation in residuals of mean model to be used in a GARCH model
Mar 11, 2023