Musa Phiri

2 Questions 2 Answers 0 Followers

Questions related from Musa Phiri

How to run an MGARCH-BEKK MODEL in eviews and interpret the results?

I’m trying to model volatility spillovers using GARCH-BEKK MODEL in eviews. The aim is to model volatility spillover on both stock returns and bond returns. I was wondering if anyone could help...

20 November 2020 4,981 3 View

I am wondering if any one knows how I can apply the Kalman filter forecasting method to monitor progress using baseline data and actual perform?

I am trying to use the Kalman filter to monitor project progress and forecast future performance. In project management, the Kalman filter forecasting model uses a baseline plan and accounts for...

22 August 2019 8,973 1 View