Search found 4 matches

by Raqia
Sun Dec 24, 2017 10:44 pm
Forum: Data Manipulation
Topic: rolling correlation
Replies: 14
Views: 9920

Re: rolling correlation

Dear, Are you now clear with rolling correlation?

It's time for you to help me.

Are you wiling?

Thanks in advance

Raqia
by Raqia
Wed Dec 20, 2017 3:55 am
Forum: Econometric Discussions
Topic: DCC Correlation
Replies: 0
Views: 310

DCC Correlation

I am working on correlations between stock and bond markets . For instance, I want to determine first correlation between bonds and stocks and then using that correlation as dependent variable. I want to look possible factors explaining that correlation. However i have no idea how to extract correla...
by Raqia
Wed Dec 20, 2017 3:52 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 75
Views: 77302

Re: Dynamic conditional correlation multivariate GARCH

I am working on correlations between stock and bond markets . For instance, I want to determine first correlation between bonds and stocks and then using that correlation as dependent variable. I want to look possible factors explaining that correlation. However i have no idea how to extract correla...
by Raqia
Tue Dec 12, 2017 11:07 pm
Forum: Econometric Discussions
Topic: Rolling Correlation Window
Replies: 0
Views: 308

Rolling Correlation Window

I am working on correlations between stock and bond markets . For instance, I want to determine first correlation between bonds and stocks and then using that correlation as dependent variable. I want to look possible factors explaining that correlation. However i have no idea how to extract correla...

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