How can I estimate exchange rate volatility using Garch(1,1) in stata?

Can we recognize signs of the "volatility clustering" property of a time series in its time domain plot?

My purpose is to recognize the volatility clustering property without statistical tests such as The Lagrange Multiplier (LM) test.

24 February 2021 4,150 3 View

How to dissolve cross-linked Amberlite IRC120 H, hydrogen form resin?

Hello all, I have used Amberlite IRC120 H, hydrogen form acidic cation-exchange resin for the ion-exchange of waterglass [sodium silicate solution -- 40% Sodium silicate (mol ratio > 3.2)...

21 February 2021 5,614 3 View

Do the introduced salts (NaOH/ HCl) influence the spectroscopic shifts of the fluorescence excitation-emission matrix?

During the resin (XAD-8) fractionation of wastewater salts (NaOH or HaCl) are used for acid or base elutions/pH adjustments. Since the amount of introduced salt is minimal, so is it required to...

08 February 2021 9,489 2 View

How to input an exogenous variable in a GARCH model?

Hello, I have a question regarding financial time series. I am studying the effects of Quantitative Easing on the US stock market. I have tried to fit an ARIMA model to my S&P500 returns with...

01 February 2021 8,325 3 View

GC-Headspace (HS-GC) chromatography for Forensic toxicological and Food expertises?

Dear Colleagues! How correct and appropriate is it to conduct forensic toxicological and food examination of volatile substances (ethanol, methanol, propanol, ethyl glycol, etc.) in blood and...

24 January 2021 5,645 2 View

Why is anionic exchange chromatography more common than cationic exchange chromatography?

Is it true that there are more negative charged proteins?

18 January 2021 8,302 2 View

What are state-of-the-art methods/techniques/algorithms for the root-cause analysis of the anomalies?

I have been looking for research articles that target the question "why did an anomaly occur?", however, most of the papers that I found are related to "if an anomaly occurred?". I searched Google...

12 January 2021 7,951 3 View

How weight of carrier and coating material calculated in formulation as taken in ratio?

In liquisolid technology, carrier and coating material in ratio taken the add non volatile solvent then check angle of slide then how weight of carrier and coating material calculated to add in...

09 January 2021 9,589 5 View

How to synthesize pyrrolium ionic salt?

I am keenly interested in the synthesis of heteroaromatic ionic salts for use as an organic template. I want to synthesize alkyl pyrrolium chloride or bromide through a simple addition reaction...

30 December 2020 2,778 3 View

What is the best way to maintain constant concentration of a volatile organic liquid in an open experimental set-up?

The purpose is to keep a NAPL (eg Toluene) concentration constant in an open tank set-up.

27 December 2020 7,325 2 View

Muawya Ahmed Hussein

These models were estimated with the maximum likelihood method using the following distributions: normal, t-student and generalized error distribution.

Aref Wazwaz

Hi. I think the following website could help you:

https://www.statalist.org/forums/forum/general-stata-discussion/general/1383411-volatility-measure-with-garch-approach