Aziz Ullah

5 Questions 1 Answers 0 Followers

Questions related from Aziz Ullah

Conditional covariance code for Rstudio...?

x12=(data$oilp) x21=(data$`AKD-hos`) group=cbind(x12,x21) model_fit=BEKK11(group) it is requested i have got the results of BEKK-GARCH model, but now i need code for conditional covariance if...

25 August 2023 1,039 0 View

Request to instruct me for hedge and unhedged asset..?

with respect, x...

20 August 2023 9,859 0 View

Optimal weight, hedge ratio, hedging effectiveness?

it is requested i have firm stock and WTI crude oil stock, i applied DCC-GARCH model then calculate its covariance matrix, now i have problem how to calculate and on which statistical software i...

15 August 2023 1,340 1 View

Portfolio management and hedging strategy...?

with respect it is requested I am using DCC-GARCH and BEKK-GARCH model to check the bidirectional effect between oil and stock prices. I have been facing a problem, that in which statistical...

30 July 2023 3,317 4 View

I have construct the PCA on four proxy variables and its lags values ?

it is a kind request from which PC's I construct the investor sentiment, I would be thankful for your kind guidance... PC1...

18 February 2023 9,777 0 View