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Yoshiko Kawashima


Actif depuis 2011

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Question


FHS Value at Risk Matlab code problem?
When I run the MATLAB code (Using Bootstrapping and Filtered Historical Simulation to Evaluate Market Risk) taken from the below...

presque 13 ans il y a | 1 réponse | 0

0

réponse

Question


why checking correlation in square series?
Why MATLAB product help (Econometric tools-Getting started-Time series modelling-GARCH models) calculates the correlation in bot...

presque 13 ans il y a | 1 réponse | 0

1

réponse

Question


how to deal with a missing value of a time series?
I have few time series that are to be used in regression. for some of them the few first or last values are missing, how should ...

environ 13 ans il y a | 2 réponses | 0

2

réponses

Question


garchfit significance
what is the exact level of t-stat in the garchfit outcome to become significance for 1% and 5% Parameter Value ...

environ 13 ans il y a | 1 réponse | 0

1

réponse

Question


GARCH significance, what is the precise number?
When performing GARCH, EGARCH and JRR Matlab produces : Value-Standard Error and t-stat. how do we find out if the t-stat is sig...

environ 13 ans il y a | 2 réponses | 0

2

réponses