Boubaker Touijrat

2 Questions 3 Answers 0 Followers

Questions related from Boubaker Touijrat

Which one to chose a bi-variate or a tri variate GARCH models ?

Hello , i'm about to study volatility spillovers between Index (A and C) , (B and C) , i can chose whether a bi- variate model for the study between (A and C) , (B and C) or a tri variate model...

08 August 2019 9,189 3 View

Hello ! please can someone help me find S&P GSCI index spot historical data ?

i want to study volatility shocks in this market, but i can't find the data to begin with

03 March 2019 4,617 4 View