StackOverflow Questions for Tag: fgarch

Siddharth Matta

Reputation: 1

Conditional Mean Equation used in BEKKs package in R

time-seriesfgarch

Score: 0

Answers: 1

Barbab

Reputation: 276

Copula garch seems to be stucked in infinite loop

rparallel-processingcopulafgarch

Score: 0

Answers: 0

Dav00d Darigh

Reputation: 1

assets price jumps robust ARMA-GARCH estimation

pythontime-seriesarimaoutliersfgarch

Score: 0

Answers: 0

GiulioSurya

Reputation: 21

de-diff timeseries in R

rtime-seriesarimafgarch

Score: 0

Answers: 0

Andrei Agang

Reputation: 1

Converting forecasted log returns of GARCH modelling into original stock prices using R

rfgarch

Score: 0

Answers: 0

Daniel James

Reputation: 1433

Is There an R Function that Automatically Fits the Best GARCH Model to a Time Series Data?

rarimaquantitative-financevolatilityfgarch

Score: 0

Answers: 0

arthurp36

Reputation: 1

Arch model in python is returning "Buffer dtype mismatch, expected 'double' but got 'float'"

pythontime-seriesarchfgarch

Score: 0

Answers: 1

Carla

Reputation: 1

Threshold and component GARCH (p,q)-M models augmented by past inflation and targeting dummy - Python code

pythonparametersdummy-variablearchfgarch

Score: 0

Answers: 0

Eric

Reputation: 501

How to automatically takeout only the p-values of the optimal parameter coefficients in "ugarchfit" in R

rparameterstime-seriescoefficientsfgarch

Score: 0

Answers: 1

smaica

Reputation: 817

How to support the convergence of student-t distribution fits (stdFit and sstdFit) from fGarch package in R?

rcurve-fittingdistributionfgarch

Score: 1

Answers: 1

Rodrigo H. Ozon

Reputation: 135

How to turn text labels in Chronosys LaTeX

timelatextimelinearchfgarch

Score: 0

Answers: 1

Jose Luis Iparraguirre D'Elia

Reputation: 11

"invalid term in model formula" error when running the garchFit function in the fGarch R package

rfgarch

Score: 0

Answers: 1

kasandraaa

Reputation: 51

DCC Garch model in R goes really long

rfgarch

Score: 0

Answers: 1

ameliedc

Reputation: 13

What GARCH model do I use for relative spread series?

time-seriesfinancespreadfgarch

Score: 1

Answers: 0

Jayamini

Reputation: 31

Warning message in applying fGarch package for fitting a simple GARCH model

rtime-seriesfgarch

Score: 1

Answers: 1

David Murphy

Reputation: 21

Garchfit in R called from Julia: Multivariate data inputs require lhs for the formula

rjuliafgarchrcall

Score: 1

Answers: 1

Jacy

Reputation: 21

How to rolling calculate in tidyverse?

rtidyversefgarch

Score: 0

Answers: 1

Nina

Reputation: 11

acf() Function plots very large lags

radvanced-custom-fieldsfgarch

Score: 0

Answers: 1

user9798936

Reputation:

loop function for ugarchfit function in R

rtime-seriesarimafgarch

Score: 2

Answers: 0

Alien

Reputation: 136

How do estimate GARCH-M in state space form in R or Python language?

pythonrkalman-filterstate-spacefgarch

Score: 2

Answers: 0

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StackOverflow Questions for Tag: fgarch

Conditional Mean Equation used in BEKKs package in R

Copula garch seems to be stucked in infinite loop

assets price jumps robust ARMA-GARCH estimation

de-diff timeseries in R

Converting forecasted log returns of GARCH modelling into original stock prices using R

Is There an R Function that Automatically Fits the Best GARCH Model to a Time Series Data?

Arch model in python is returning &quot;Buffer dtype mismatch, expected &#39;double&#39; but got &#39;float&#39;&quot;

Threshold and component GARCH (p,q)-M models augmented by past inflation and targeting dummy - Python code

How to automatically takeout only the p-values of the optimal parameter coefficients in &quot;ugarchfit&quot; in R

How to support the convergence of student-t distribution fits (stdFit and sstdFit) from fGarch package in R?

How to turn text labels in Chronosys LaTeX

&quot;invalid term in model formula&quot; error when running the garchFit function in the fGarch R package

DCC Garch model in R goes really long

What GARCH model do I use for relative spread series?

Warning message in applying fGarch package for fitting a simple GARCH model

Garchfit in R called from Julia: Multivariate data inputs require lhs for the formula

How to rolling calculate in tidyverse?

acf() Function plots very large lags

loop function for ugarchfit function in R

How do estimate GARCH-M in state space form in R or Python language?

Arch model in python is returning "Buffer dtype mismatch, expected 'double' but got 'float'"

How to automatically takeout only the p-values of the optimal parameter coefficients in "ugarchfit" in R

"invalid term in model formula" error when running the garchFit function in the fGarch R package