Week 5 - Non-Stationary model classes: GARCH + DCC-GARCH
Watch the GARCH playlist which was recommended. Try to answer/prepare the homework problems.
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Watch the GARCH playlist which was recommended. Try to answer/prepare the homework problems.
Last updated
Try to answer/motivate these questions:
What is you idea/topic?
Which data do you use?
How is it structured?
Is there something special you want to forecast?
....