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Juan Lin
Juan Lin
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Posts in R
Show   Total: 12 items
Date Subject Count Location
How to add the dummy variable in GARCH model(RUGARCH package) 0 replies Rmetrics
Re: test for the change in the parameters in t-GARCH model 0 replies Rmetrics
Re: test for the change in the parameters in t-GARCH model 1 reply Rmetrics
Re: test for the change in the parameters in t-GARCH model 2 replies Rmetrics
test for the change in the parameters in t-GARCH model 4 replies Rmetrics
Re: ugarchfit() ARCH LM tests contradict ArchTest()? 0 replies Rmetrics
Re: ugarchfit and arima seem contradictory? 0 replies Rmetrics
Re: ugarchfit and arima seem contradictory? 2 replies Rmetrics
ugarchfit and arima seem contradictory? 4 replies Rmetrics
Re: ARMAX, t-GARCH estimation(RUGARCH package) 1 reply Rmetrics
ARMAX, t-GARCH estimation(RUGARCH package) 3 replies Rmetrics
rugarch package 1 reply Rmetrics