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Mads


Last seen: 1년 초과 전 |  2021년부터 활동

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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

3년 초과 전 | 답변 수: 1 | 0

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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...

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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...

3년 초과 전 | 답변 수: 0 | 0

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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: ...

3년 초과 전 | 답변 수: 1 | 1

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