photo

Mads


Last seen: meer dan een jaar ago |  Active since 2021

Followers: 0   Following: 0

Statistics

  • Thankful Level 2
  • Thankful Level 1

View badges

Feeds

View by

Question


Which type of estimator is provided from the HAC function in matlab?
Hello, When using the HAC funciton in matlab, which type of HAC estimator is then used? Thanks in advance

meer dan 3 jaar ago | 1 answer | 0

1

answer

Question


Error "Number of rows in presample array 'Z0' must be at least 1."
%% Forecast E-GARCH eModel = egarch(1,1); % Create a garch (1,2) model (proposed by BIC) j=500; % Number of observations w...

meer dan 3 jaar ago | 0 answers | 0

0

answers

Question


Experience with manual Garch code
Hello. My goal is to create a garch(1,1) model of the us Treasury bond yields. I know that matlab has some build-in functions. B...

meer dan 3 jaar ago | 0 answers | 0

0

answers

Question


Error: Index exceeds the number of array elements (1).
%% Omitting NA's from intial dataset data = rmmissing(Zerocoupondata); data.SVENY05(12523) = 0.875; %% Declaring variables: ...

meer dan 3 jaar ago | 1 answer | 1

1

answer