Week 2 - SARIMA(X) + GARCH-Models

Watch the second YouTube-Tutorial:

https://www.youtube.com/playlist?list=PLvcbYUQ5t0UHOLnBzl46_Q6QKtFgfMGc3

Work on your semester project topic and get started.

This means:

Connect to your team members

Launch a GitHub Repository

Prepare your data

OPTIONAL:

https://www.youtube.com/playlist?list=PLzAfHlPtM1I4bPhNE5FKOi0S7erZqm5pg

https://www.youtube.com/playlist?list=PLzAfHlPtM1I7jej6_SxBAbBR-XQM0SBn0

Forecasting Volatility: Deep Dive into ARCH & GARCH ModelsMedium

V-Lab: Volatility Analysis DocumentationV-Lab

V-Lab: Correlation Analysis DocumentationV-Lab

GitHub - iankhr/armagarch: ARMA-GARCHGitHub

Multivariate GARCH with Python and Tensorflow – Sarem Seitzsarem-seitz.com

DCC-GARCH/examples/dcc_garch_modeling.ipynb at master · Topaceminem/DCC-GARCHGitHub