Joud Naat

4 Questions 2 Answers 0 Followers

Questions related from Joud Naat

GARCH-MIDAS estimation's ?

Hello Please someone can help me, I had a problem when I just estimated the GARCH-MIDAS model on Eviews, I found only the MIDAS model, my question is can I estimate the GARCH(1,1) model and MIDAS...

08 May 2024 4,935 1 View

Looking for an article?

Someone can help me !! I’m looking for this article: "Macroeconomic fundamentals, order flow and exchange rate dynamics: case of the Euro-Dollar" by Aymen Ben Romdhane Hajri Link:...

14 September 2023 2,472 1 View

Do extreme shocks help forecast exchange rate volatility?

Given, I will use the GARCH-MIDAS approach

12 July 2023 1,305 6 View

What are the different techniques for forecasting exchange rate volatility?

I work on time series data and I want to predict exchange rate volatility using different methods in order to compare them and choose the most efficient method Thank you in advance.

12 November 2020 9,727 14 View