Faisal Nawaz

3 Questions 3 Answers 0 Followers

Questions related from Faisal Nawaz

How do I extract the variance-covariance matrix (or the correlation matrix) estimate from Joe, t and tawn copula?

I have a question about the R package copula. When using fitCopula to fit a copula to data, more specifically a n dimensional t-copula, joe and tawn copula to a set of some stock daily returns,...

11 November 2017 9,718 0 View

Is there any code available for this process in Matlab or r...?

Dear if there is any code available in any language we can work on it for forecasting of financial risk modelling. Kindly guide us.

01 January 1970 1,009 0 View

What is your plan ?

I am working on VaR models using GARCH and SV volatility, what exactly do your plans ..?

01 January 1970 9,213 0 View