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

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Do you think can be any Uranium bearing rocks in Eastern part of Iran and western part of Afghanistan?

I want to know more about Uranium ore deposits in world.

11 August 2024 6,720 0 View

Do you think can be any diamond bearing rocks in Eastern part of Iran and western part of Afghanistan?

I want to know more about diamond ore deposits in world.

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What is the difference between mathematical R^4 space and physical 4D unit space?

We assume that the difference is huge and that it is not possible to compare the two spaces. The R^4 mathematical space considers time as an external controller and the space itself is immobile in...

10 August 2024 6,678 14 View

If Banks do not provide credit facility, what are the options available for FPOs and impact on producer’s income?

10 August 2024 8,198 5 View

Controlling for pupil light reflex when analyzing pupil size time course?

I used eye tracking to examine how participants from two different populations (A and B) react to an image. Participants in population A exhibit larger pupil sizes over time, but they also have...

10 August 2024 3,229 0 View

What are a “Farmers Producer Organization” (FPO) and its essential features?

10 August 2024 477 5 View

Strugglling with m6A dot blot any suugesstion ?

I have been doing the m6A dot blot for a while with no improvement, I am extracting the RNA, and I can see the dots although the three biological replicas give a different reading on the memberan...

10 August 2024 8,539 5 View

Do interactions between biosphere, carbon cycle, & water cycle impact global warming & interaction between atmosphere & hydrosphere?

How do interactions between the biosphere, the carbon cycle, and the water cycle impact global warming and interaction between the atmosphere and the hydrosphere?

09 August 2024 3,291 2 View

How to get moment output in Abaqus Standart?

I have input a moment load in module load Abaqus, i put my moment load on the node surface (using reference point). I have define moment in history output and make a set for moment too. But the...

08 August 2024 4,831 4 View

How is energy cycled through the Earth's climate system and how do matter cycle and energy flow through the rock cycle?

08 August 2024 8,162 0 View

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

I need advice and assistance in interpreting the outcome of the forecast, these are attached in the file

23 May 2024 9,787 0 View

GARCH-MIDAS estimation's ?

Hello Please someone can help me, I had a problem when I just estimated the GARCH-MIDAS model on Eviews, I found only the MIDAS model, my question is can I estimate the GARCH(1,1) model and MIDAS...

07 May 2024 5,054 1 View

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

I've tried with many packages, but the main issue arises when you want to introduce additional variables in the mean and the variance equation as well. For example, if you want to introduce news...

15 February 2024 7,099 2 View

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

Hello, I have read that for standard copula modeling, you can get empirical cdf of data and use it for copulas. But for time series data, we must first fit ARIMA/GARCH, get standardized...

11 February 2024 2,463 1 View

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

What are the potential research implications of employing entropy for one application and ARCH GARCH models for another application when applied to the same dataset? How might the utilization of...

29 August 2023 3,857 3 View

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

How to extract residuals in R for BEKK Garch model

08 July 2023 4,929 2 View

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

When we do GARCH, we make time series stationary. Stationary means constant mean and variance. Then how are we modelling variance with GARCH when its stationary? What am I missing here. Also, can...

21 June 2023 9,165 5 View

How can I interpretation the coefficient of GARCH?

I did GARCH(1,1) and result show that only Alpha or Beta is significant. Can I interpret them separately? If yes, what is the alpha and beta tell us in practical and what is the difference? Last...

10 June 2023 8,198 5 View

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

Hello, I am conducting a volatility study based on DCC-GARCH methodology. I built 3 empirical models based on standard GARCH, EGARCH and GJR-GARCH. I defined the goodness fit indices but as the...

01 June 2023 8,893 6 View

How to calculate conditional hedge ratios in R or Eviews or any other software?

I am already familiar with the process of calculating hedge ratios with linear regression (OLS). I am already running 4 different regressions for calculating hedge ratios between emerging markets...

23 May 2023 7,429 1 View