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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...

environ 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...

environ 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 ...

plus de 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 ...

plus de 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...

plus de 13 ans il y a | 2 réponses | 0

2

réponses