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- Sun Aug 14, 2016 1:53 pm
- Forum: Estimation
- Topic: Forecasting Value at risk Using GARCH (1,1)
- Replies: 0
- Views: 2340
Forecasting Value at risk Using GARCH (1,1)
Hi everyone, I am the new member in this group. Today I have a tough question (for me) but I hope a lot of people can help me with this. I am doing my thesis and the topic is Forecasting Value at risk based on moving window (total observation is 1492 and the moving window length is 796, so in total ...