Is it necessary to have AR specification of mean equation in GARCH type models ?

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How to manage three cointegrations equations in VECM ?

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How to run a long run cointegration with I(0) as dependent variables?

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Chapter invitation from springer book 'Functional Operons in Secondary Metabolic Pathways of Fungal Origins Vol I and II'?

Dear Drs., We cordially invite you to contribute a manuscript in our proposed books on the major theme ‘Functional Operons in Secondary Metabolic Pathways of Fungal Origins Vol I-Fungi as Foes’...

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In CAMELS Model measuring of fin perf of Banks - can any one explain the Component of M= Management Efficiency and S= Sensitivity to market Risk. ?

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I want to know if we can apply ARDL model in case our dependent variable is stationary?

I want to know that if we can apply ARDL model in case our dependent variable is stationary and the independent variables are a mix of stationary and non-stationary(integrated at order 1) variable?

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Which software is best for computer assisted prediction of NMR and/or mass spectra?

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how to deal with 3 cointegrations equations

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How do i interprete the results of ARIMA, GARCH and ANN with the aim of comparing their performance in forecasting prices?

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GARCH-MIDAS estimation's ?

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Do you know which is the best package to conduct a bivariate GARCH in R?

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For copula modeling of time series data, why are standardized residuals of fitted ARIMA/GARCH required instead of directly using time series data?

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Regarding ARCH/GARCH MODEL. If the ARCH-LM Test reveals no arch effect can i proceed to test GARCH model ?

If the ARCH-LM Test reveals no arch effect can i proceed to test GARCH model

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How could using entropy and ARCH GARCH models for different applications on the same dataset impact research implications and data analysis outcomes?

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How to do a diagnostic tests that is Q20 and Q45 in R for BEKK GARCH model ?

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If time series is stationary(constant mean and variance), How are we modelling Volatility with GARCH?

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How can I interpretation the coefficient of GARCH?

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How to choose the best DCC-GARCH model according to goodness fit indices ?

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Remal Al-Gounmeein

See these links:

https://www.researchgate.net/post/Is_it_necessary_to_consider_mean_equation_coefficients_significance_while_testing_for_any_GARCH_EGARCH_or_BEKK_GARCH_model

https://www.researchgate.net/post/Proper-specification-of-GARCH-model-in-Eviews

Hifsa Mobeen

@Remal thank you, its really helpful

Ngo Thai Hung

Please take a look at: https://online.stat.psu.edu/stat510/lesson/11/11.1