n.roll and n.ahead in rugarch package R

前端 未结 0 1179
粉色の甜心
粉色の甜心 2020-12-18 13:00

I want to predict the volatility with a garch(1,1) model for two returns series AAPL and MSFT.

First I get the data from yahoo finance with getSymbols and calculate t

相关标签:
回答
  • 消灭零回复
提交回复
热议问题