Michael Tsatsaronis

3 Questions 6 Answers 0 Followers

Questions related from Michael Tsatsaronis

Are "classic" econometric methods enough for financial engineering or are they outdated?

Machine learning, data mining, artificial intelligence and other modern methods outperform "traditional" econometric methods like regression analysis, time series analysis etc in financial...

28 October 2018 925 2 View

How a negative hedge ratio is explained?

In my research I try to find to most effective method of estimating Hedge Ratio using Futures and Forwards in commodities market using different methods of estimation. The question is: " How can I...

19 March 2018 4,803 6 View

Unrestricted BEKK GARCH for testing Volatility spillovers?

I would be gratefull if anyone can share a programm code for eviews to estimate an unrestricted BEKK GARCH in order to estimate volatility spillovers cause I'm in a dead end with all my attempts...

13 February 2018 265 3 View