# Week 2 - SARIMA(X) + GARCH-Models

Watch the second YouTube-Tutorial:

{% embed url="<https://www.youtube.com/playlist?list=PLvcbYUQ5t0UHOLnBzl46_Q6QKtFgfMGc3>" %}
<https://www.youtube.com/playlist?list=PLvcbYUQ5t0UHOLnBzl46_Q6QKtFgfMGc3>
{% endembed %}

Work on your semester project topic and get started.&#x20;

This means:

Connect to your team members

Launch a GitHub Repository

Prepare your data

*<mark style="color:red;">**OPTIONAL:**</mark>*

{% embed url="<https://www.youtube.com/playlist?list=PLzAfHlPtM1I4bPhNE5FKOi0S7erZqm5pg>" %}
<https://www.youtube.com/playlist?list=PLzAfHlPtM1I4bPhNE5FKOi0S7erZqm5pg>
{% endembed %}

{% embed url="<https://www.youtube.com/playlist?list=PLzAfHlPtM1I7jej6_SxBAbBR-XQM0SBn0>" %}
<https://www.youtube.com/playlist?list=PLzAfHlPtM1I7jej6_SxBAbBR-XQM0SBn0>
{% endembed %}

{% embed url="<https://medium.com/@corredaniel1500/forecasting-volatility-deep-dive-into-arch-garch-models-46cd1945872b>" %}

{% embed url="<https://vlab.stern.nyu.edu/docs/volatility>" %}

{% embed url="<https://vlab.stern.nyu.edu/docs/correlation>" %}

{% embed url="<https://github.com/iankhr/armagarch>" %}

{% embed url="<https://sarem-seitz.com/posts/multivariate-garch-with-python-and-tensorflow/>" %}

{% embed url="<https://github.com/Topaceminem/DCC-GARCH/blob/master/examples/dcc_garch_modeling.ipynb>" %}