Muhammad irfan Malik

2 Questions 8 Answers 0 Followers

Questions related from Muhammad irfan Malik

Hedging Effectiveness using MV GARCH Models ?

I wants to calculate Hedging Effectiveness (HE). The formula for HE is HE= (Variance of un-hedge portfolio- variance of hedge portfolio)/Variance of un-hedge portfolio. I am confused what is the...

05 May 2016 4,776 3 View

Doornik and Oomos Mehtod?

I wants to apply the outliers detection and correction method of Doornik and Oomos proposed in 2005. I have write the codes of this method and have no issue to detect the outliers by this method....

02 February 2016 1,400 6 View