GARCH model - volatility persistence in time series (Excel)
16:42
Threshold GARCH (TGARCH) model: asymmetric volatility persistence (Excel)
17:49
ARCH model - volatility persistence in time series (Excel)
23:08
DCC GARCH model: Multivariate variance persistence (Excel)
13:01
Introduction to DCC - Dynamic Conditional Correlation Models
18:23
Vector autoregression: forecasting and trading applications (Excel)
17:46
GARCH in mean (GARCH-M) model: volatility persistence and risk premia (Excel)
1:14:12
GARCH (1,1) Parte 1: Estimativa de Volatilidade de Séries Financeiras
23:42