Week 5 - Non-Stationary model classes: GARCH + DCC-GARCH

Watch the GARCH playlist which was recommended. Try to answer/prepare the homework problems.

ARCH/GARCH models

Multivariate GARCH models

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?

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