StackOverflow Questions for Tag: fgarch

Barbab
Barbab

Reputation: 276

Copula garch seems to be stucked in infinite loop

Score: 0

Views: 29

Answers: 0

Read More
Dav00d Darigh
Dav00d Darigh

Reputation: 1

assets price jumps robust ARMA-GARCH estimation

Score: 0

Views: 54

Answers: 0

Read More
GiulioSurya
GiulioSurya

Reputation: 21

de-diff timeseries in R

Score: 0

Views: 30

Answers: 0

Read More
Andrei Agang
Andrei Agang

Reputation: 1

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

Score: 0

Views: 39

Answers: 0

Read More
Daniel James
Daniel James

Reputation: 1433

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

Score: 0

Views: 98

Answers: 0

Read More
arthurp36
arthurp36

Reputation: 1

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

Score: 0

Views: 135

Answers: 1

Read More
Carla
Carla

Reputation: 1

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

Score: 0

Views: 177

Answers: 0

Read More
Eric
Eric

Reputation: 501

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

Score: 0

Views: 151

Answers: 1

Read More
smaica
smaica

Reputation: 817

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

Score: 1

Views: 89

Answers: 1

Read More
Rodrigo H. Ozon
Rodrigo H. Ozon

Reputation: 135

How to turn text labels in Chronosys LaTeX

Score: 0

Views: 405

Answers: 1

Read More

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

Score: 0

Views: 331

Answers: 1

Read More
kasandraaa
kasandraaa

Reputation: 51

DCC Garch model in R goes really long

Score: 0

Views: 661

Answers: 1

Read More
ameliedc
ameliedc

Reputation: 13

What GARCH model do I use for relative spread series?

Score: 1

Views: 27

Answers: 0

Read More
Jayamini
Jayamini

Reputation: 31

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

Score: 1

Views: 479

Answers: 1

Read More
David Murphy
David Murphy

Reputation: 21

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

Score: 1

Views: 168

Answers: 1

Read More
Jacy
Jacy

Reputation: 21

How to rolling calculate in tidyverse?

Score: 0

Views: 118

Answers: 1

Read More
Nina
Nina

Reputation: 11

acf() Function plots very large lags

Score: 0

Views: 1074

Answers: 1

Read More
user9798936
user9798936

Reputation:

loop function for ugarchfit function in R

Score: 2

Views: 208

Answers: 0

Read More
Alien
Alien

Reputation: 136

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

Score: 2

Views: 452

Answers: 0

Read More
motipai
motipai

Reputation: 328

autoarfima to select parameters of arfima model using rugarch package in R

Score: 0

Views: 180

Answers: 0

Read More
PreviousPage 1Next