GARCH in mean (GARCH-M) model: volatility persistence and risk premia (Excel)
11:10
Asymmetric power ARCH: the most flexible GARCH model? (Excel)
16:42
Threshold GARCH (TGARCH) model: asymmetric volatility persistence (Excel)
6:23
Time Varying Volatility and GARCH in Risk Management
22:22
GARCH model - volatility persistence in time series (Excel)
23:08
DCC GARCH model: Multivariate variance persistence (Excel)
14:45
Volatility: GARCH 1,1 (FRM T2-23)
19:03
Black-Litterman model explained (Excel)
13:44