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Week 2 - SARIMA(X) + GARCH-Models

Watch the second YouTube-Tutorial:

Work on your semester project topic and get started.

This means:

Connect to your team members

Launch a GitHub Repository

Prepare your data

OPTIONAL:

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

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