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Forecasting returns using a GARCH model
Hi! I am struggling with correctly understanding how to *forecast stock returns* using *GARCH* models in MATLAB. Specifically...

plus de 9 ans il y a | 1 réponse | 0

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Residuals of a DCC GARCH model (MFE Toolbox)
Hi guys, I'm having a small problem obtaining the *residuals* from the *DCC GARCH* model I'm trying to estimate. I'm using th...

plus de 9 ans il y a | 1 réponse | 1

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