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Hamid Muili


Last seen: 1 jour il y a |  Actif depuis 2021

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Garch-evt - copula
I am trying to estimate an Egarch- EVT- COPULA MODEL. THE MODEL WILL LINK THE Egarch with extreme value theory and copula to cap...

environ 2 mois il y a | 1 réponse | 0

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How to convert quarterly data into monthly and merge together
Dear all, I have a quarterly data and some monthly data. I want to convert the quarterly into a monthly format where the new dat...

9 mois il y a | 1 réponse | 0

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Réponse apportée
Having issues creating a TreshVar in TVARX toolbox of Gabriel bruneau
For those who still face similar problem.You can just copy the getoptions from the utilities in the toolbox to the main director...

plus de 3 ans il y a | 0

Réponse apportée
Comparing estimated coefficients of Quantile on Quantile and Quantile regression over the X and Y axis
I think most researchers usually compute the quantile on quantiles estimate in R and export the matrix result into MATLAB for th...

plus de 3 ans il y a | 0

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Having issues creating a TreshVar in TVARX toolbox of Gabriel bruneau
I am having trouble using the TVARX toolbox by Gabriel Bruneau.After setting the appropriate inputs , I tried to create the Tres...

plus de 3 ans il y a | 1 réponse | 0

1

réponse