DCC GARCH model: Multivariate variance persistence (Excel)
20:30
Is Phillips curve still relevant? Chow structural break test explained (Excel)
22:22
GARCH model - volatility persistence in time series (Excel)
13:01
Introduction to DCC - Dynamic Conditional Correlation Models
15:48
MG#5 Correlation and Covariance in DCC GARCH Model in R Studio
13:44
EGARCH model: exponential asymmetric volatility persistence (Excel)
22:24
Value-at-risk (VaR) - variance-covariance and historical simulation methods (Excel) (SUB)
14:45
Volatility: GARCH 1,1 (FRM T2-23)
10:03