tgarch

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MSGARCH
keblu / MSGARCH
MSGARCH R Package
variance econometrics r forecasting volatility garch arch forecasting-models risk time-series finance gjr-garch egarch tgarch
Language:R 80
boyla950 / predicting-the-pound
MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.
egarch ewma forecasting garch gjr-garch implied-volatility ols-regression tgarch time-series-analysis volatility-modeling
Language:Python 4

keblu / MSGARCH