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Questions related from Akram Shavkatovich Hasanov
I need daily FinTech-based stock indexes. Any suggestions on studies or sources are much appreciated.
12 February 2023 5,553 1 View
I am looking for non-renewable energy alternatives for renewable energy indexes, namely ECO, ERIX, SPG, and SUN.Any suggestions are highly appreciated.
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In Sadorsky (2006), state space model is specified for volatility and a one period ahead forecast constructed from the estimated model. r^2(t) = c1 z_1(t) + z_2(t) (1) z_2(t) =...
03 September 2018 3,922 1 View
Why the variance equation of GARCH-type models is non-stochastic? Could anyone share his or her thoughts on that?
04 April 2018 637 6 View
The conditional variance is specified to follow some latent stochastic process in some empirical applications of volatility modelling. Such models are referred to as stochastic volatility (SV)...
02 April 2018 2,983 5 View
Would it be possible to link and execute machine learning models written in C++ in Python or R?
24 March 2018 7,158 3 View
Could anyone suggest MATLAB toolbox or code for Markov switching volatility models for recursive or moving windows?
16 February 2018 7,700 2 View
R is usually said to be the single-threaded software by default. Therefore, one sometimes needs too much time to run some heavy codes. However, there are some packages available in R which allow...
01 January 1970 8,692 3 View
