Risk Management in Finance: 13. Correlation, DCC-GARCH model, copulas, market networks.
2:18:19
Risk Management in Finance: 14. Value at Risk and Expected Shortfall
10:29
Time Series Talk : ARCH Model
29:13
Copulas - learning the basics
1:14:50
7. Currency forecast
1:42:22
ATAL FDP - Research in Finance Using Eviews - Multivariate GARCH
23:08
DCC GARCH model: Multivariate variance persistence (Excel)
1:21:16
9. Volatility Modeling
50:39