Cynthia Prevost

Active since 2019

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Interpretation conditional volatility plot
Hi, I have plotten the log differences of exchange rates and in the same plot, I show the conditional volatility . The conditi...

bijna 5 jaar ago | 0 answers | 0

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Question

ARMA-GARCH estimation with EGB2 distribution
Hi, I want to estimate an ARMA-GARCH model by using the EGB2 distribution. The model I want to estimate is: ...

bijna 5 jaar ago | 0 answers | 0

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Question

ARMA model with fmincon
Hi, I want to estimate an ARMA model, but not with the usual function. I need to optimize it myself. I want to use the functio...

bijna 5 jaar ago | 0 answers | 0

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How do you give data as argument of fmincon?
Hi, I want to optimize a loglikelihood. I use the function fmincon for this, but I also need to give the data as argument. How...

bijna 5 jaar ago | 1 answer | 0

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Question

GARCH with minimizing loglikelihood
Hi, I am new to Matlab and I want to estimate a GARCH(1,1) model. But not with the garch function, but by maximizing the logli...

bijna 5 jaar ago | 0 answers | 0

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answers