Imran Yousaf

3 Questions 7 Answers 0 Followers

Questions related from Imran Yousaf

How can i calculate time varying beta (equation 1b) for the Baur and McDermott (2010) model of Hedge and safe haven?

I want to know that how can I calculate bt (dependent variable) in equation 1b? If anyone has a code of this methodology, kindly send me? Whether these three equations need to estimate...

11 May 2020 3,400 2 View

Weight and hedge ratio VAR AGARCH ?

After estimation of spillover between two series by VAR Garch model, I am facing a problem in calculation of conditional volatality(or variance) of both series as well as time varying correlation...

10 April 2019 9,082 5 View

Call for Papers: Tokenization - Transforming Conventional Markets and Disrupting Traditional Finance

Dear colleagues, You are invited to submit your manuscript to our special issue titled "#Tokenization: Transforming Conventional Markets and Disrupting Traditional Finance" in RIBAF (Research in...

01 January 1970 6,193 3 View