Search found 4 matches
- Wed Jun 23, 2010 5:36 am
- Forum: Econometric Discussions
- Topic: HOw could i improve that there is asymmetric volatility ?
- Replies: 2
- Views: 4203
Re: HOw could i improve that there is asymmetric volatility ?
Thanks a lot Jim.. i'll try to check out
- Mon Jun 21, 2010 7:59 am
- Forum: Econometric Discussions
- Topic: Newwww and fresh with Econometrics plzzzzz help!
- Replies: 0
- Views: 2323
Newwww and fresh with Econometrics plzzzzz help!
hello everyone .. i'm new with econometrics and i've made an estimation for time-varying beta using GARCH(1,1) and GJR-GARCH and the results was close . And that make me confused . how could i interpret that and could i say that there is no asymmetric volatility in the series to explain these result...
- Mon Jun 21, 2010 7:49 am
- Forum: Estimation
- Topic: How to get RSME?
- Replies: 2
- Views: 3189
Re: How to get RSME?
hello bcd ..
I'm newwwww with econometrics could you plz tell me hoe could i get RMSE ?
I'm trying to compare between the performance of two models..
Your help would be very appreciated.. and thanks in advance.
I'm newwwww with econometrics could you plz tell me hoe could i get RMSE ?
I'm trying to compare between the performance of two models..
Your help would be very appreciated.. and thanks in advance.
- Sun Jun 20, 2010 6:34 am
- Forum: Econometric Discussions
- Topic: HOw could i improve that there is asymmetric volatility ?
- Replies: 2
- Views: 4203
HOw could i improve that there is asymmetric volatility ?
Hello for all.. i'm beginner in the area and sorry for my language .. i've made an estimation for time-varying betas based on M-GARCH(1,1) and another one based on GJR-GARCH and the results were so close each other .. so i want to explain for that .. how could i test if there are asymmetric volatili...