About this document
Garch Modelling in Rats by Allister Hodge is a document available to read on EtoBox.
This document provides a detailed handbook on univariate and multivariate GARCH models and volatility modeling. It covers topics such as model specification, estimation, diagnostics, extensions, and applications of GARCH models. Real-world examples and RATS code are also included throughout the document.
- Author
- Allister Hodge
- Language
- EN