Question

Is There an R Function that Automatically Fits the Best GARCH Model to a Time Series Data?

score 20 · Answer 1 · 2024-03-16T18:33:41.607000

20

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Is There an R Function that Automatically Fits the Best GARCH Model to a Time Series Data?

Published on 16 March 2024 at 18:33

score 15 · Answer 2 · 2024-02-27T16:12:39.427000

15

Views

Errors in rugarch multifit output

Published on 27 February 2024 at 16:12

score 48 · Answer 3 · 2024-01-31T10:41:58.953000

48

Views

N-days realized variance in R

Published on 31 January 2024 at 10:41

score 156 · Answer 4 · 2023-11-24T23:10:56.107000

156

Views

Volatility3: AttributeError: function/symbol 'ARC4_stream_init' not found in library

Published on 24 November 2023 at 23:10

score 113 · Answer 5 · 2023-11-13T18:10:00.177000

113

Views

Efficient Method of Moments(EMM) for Stochastic volatility model

Published on 13 November 2023 at 18:10

score 53 · Answer 6 · 2023-09-21T13:28:17.750000

53

Views

How to plot a local volatility surface created with local_volatility_model taken from tensorflow quant_finance.models

Published on 21 September 2023 at 13:28

score 131 · Answer 7 · 2023-07-22T19:59:02.400000

131

Views

why my 3d plot of volatility surface python code is empty

Published on 22 July 2023 at 19:59

score 171 · Answer 8 · 2023-07-04T17:54:22.943000

171

Views

Volatility - ISF Creation - Get kernel debug info

Published on 04 July 2023 at 17:54

score 67 · Answer 9 · 2023-06-22T08:08:41.020000

67

Views

EGARCH estimation, Why am I getting different results?

Published on 22 June 2023 at 08:08

score 43 · Answer 10 · 2023-05-28T13:24:44.980000

43

Views

Can we recover a frame from a paint.exe process dump

Published on 28 May 2023 at 13:24

score 39 · Answer 11 · 2023-05-25T18:32:27.180000

39

Views

Is there a way to compute a a Variance Swap Fair Strike directly from the SVI implied volatility parametrization?

Published on 25 May 2023 at 18:32

score 682 · Answer 12 · 2023-05-16T19:37:17.147000

682

Views

ERROR: generation expression is not immutable

Published on 16 May 2023 at 19:37

score 110 · Answer 13 · 2023-04-14T08:13:46.673000

110

Views

GARCH model analysis using python

Published on 14 April 2023 at 08:13

score 170 · Answer 14 · 2023-03-04T12:13:09.663000

170

Views

How to interpolate volatility's skew using spline in Python

Published on 04 March 2023 at 12:13

score 165 · Answer 15 · 2022-10-24T14:02:28.613000

165

Views

Constructing annualized volatility of returns with panel data

Published on 24 October 2022 at 14:02

score 705 · Answer 16 · 2022-10-10T08:44:07.107000

705

Views

last directory accessed by the user using volatility3

Published on 10 October 2022 at 08:44

score 230 · Answer 17 · 2022-07-20T11:36:14.033000

230

Views

How can I calculate the yearly stock return of multiple accounts with multiple years?

Published on 20 July 2022 at 11:36

score 54 · Answer 18 · 2022-06-20T16:24:57.403000

54

Views

for loop compute historical volatility select lines per year

Published on 20 June 2022 at 16:24

score 168 · Answer 19 · 2022-05-24T15:09:23.057000

168

Views

SVM classifier n_samples, n_splits problem sklearn Python

Published on 24 May 2022 at 15:09

score 1.3k · Answer 20 · 2022-05-08T18:02:52.020000

1.3k

Views

Google sheets: How to get Implied volatility data for stock for given date range

Published on 08 May 2022 at 18:02

List Question

Is There an R Function that Automatically Fits the Best GARCH Model to a Time Series Data?

Errors in rugarch multifit output

N-days realized variance in R

Volatility3: AttributeError: function/symbol 'ARC4_stream_init' not found in library

Efficient Method of Moments(EMM) for Stochastic volatility model

How to plot a local volatility surface created with local_volatility_model taken from tensorflow quant_finance.models

why my 3d plot of volatility surface python code is empty

Volatility - ISF Creation - Get kernel debug info

EGARCH estimation, Why am I getting different results?

Can we recover a frame from a paint.exe process dump

Is there a way to compute a a Variance Swap Fair Strike directly from the SVI implied volatility parametrization?

ERROR: generation expression is not immutable

GARCH model analysis using python

How to interpolate volatility's skew using spline in Python

Constructing annualized volatility of returns with panel data

last directory accessed by the user using volatility3

How can I calculate the yearly stock return of multiple accounts with multiple years?

for loop compute historical volatility select lines per year

SVM classifier n_samples, n_splits problem sklearn Python

Google sheets: How to get Implied volatility data for stock for given date range

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