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RSGARCH
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Fazer um gráfico seguindo o feito aqui
#34
ctruciosm
opened
1 year ago
0
Implementar GK e Parkinsoon no R
#33
ctruciosm
opened
1 year ago
0
Baixar séries da bolsa (Utilizar R)
#32
ctruciosm
opened
1 year ago
1
Leer Chou (2004)
#31
ctruciosm
opened
1 year ago
0
Leer Brandt & Jones (2006)
#30
ctruciosm
opened
1 year ago
0
Leer Molnár 2012
#29
ctruciosm
opened
1 year ago
0
Leer Molnár 2016
#28
ctruciosm
opened
1 year ago
0
Monte Carlo Simulation
#27
ctruciosm
opened
1 year ago
0
Implement AR(p)
#26
ctruciosm
opened
1 year ago
0
Rodar com séries empíricas
#25
ctruciosm
opened
1 year ago
0
Comparar VaR e ES Julia vs MSGARCH
#24
ctruciosm
opened
1 year ago
1
Comparar Julia vs MSGARCH para dist T
#23
ctruciosm
opened
1 year ago
0
Monte Carlo Simulation (T) - Gray e Haas
#22
ctruciosm
opened
1 year ago
0
Monte Carlo simulation (Normal) - Gray e Haas
#21
ctruciosm
opened
1 year ago
0
Compare Julia vs MSGARCH for Student-T distribution
#20
ctruciosm
opened
1 year ago
1
VaR/ES para Gray e Haas (T) - Analitico e Simulação
#19
ctruciosm
opened
1 year ago
0
VaR para Gray e Haas (Normal) - Analitico e Simulação
#18
ctruciosm
opened
1 year ago
0
How to compute VaR and ES?
#17
ctruciosm
opened
1 year ago
0
Donwloa series
#16
ctruciosm
opened
1 year ago
0
Haas: Compare Julia vs MSGARCH(R)
#15
ctruciosm
opened
1 year ago
0
Parameters for simulation - See references
#14
ctruciosm
opened
1 year ago
0
Compare results Mauricio vs. Carlos (log_lik)
#13
ctruciosm
opened
1 year ago
0
Implement one-step-ahead volatility Gray
#12
ctruciosm
opened
1 year ago
0
Implement RSGARCH estimates using transformations
#11
ctruciosm
opened
1 year ago
0
Implement ML with inverse df Student-T
#10
ctruciosm
opened
1 year ago
0
Dev
#9
ctruciosm
closed
1 year ago
0
Teste de rascunho
#8
ctruciosm
opened
1 year ago
0
Improve computational time fit_haas
#7
ctruciosm
opened
1 year ago
0
Improve computational time fit_gray
#6
ctruciosm
opened
1 year ago
0
Implement fit_klaassen
#5
ctruciosm
opened
1 year ago
0
Implement simulate_klaassen
#4
ctruciosm
opened
1 year ago
0
Review simulate_gray
#3
ctruciosm
opened
1 year ago
0
Dev
#2
ctruciosm
closed
1 year ago
0
Dev
#1
ctruciosm
closed
2 years ago
0