Blog
Special topic about GARCH
Posted by: admin 6 months, 2 weeks ago
Certainly, let's delve into more detail about using GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models in Stata for analyzing and modeling financial time series data. GARCH models are commonly used to model the volatility of financial assets, which is crucial in risk management, options pricing, and portfolio optimization.
Week 6: Special Topics and Projects
Posted by: admin 6 months, 2 weeks ago
Week 6: Special Topics and Projects
Week 5: Time Series Analysis in Finance
Posted by: admin 6 months, 2 weeks ago
Week 5: Time Series Analysis in Finance
Week 4: Panel Data and Advanced Topics
Posted by: admin 6 months, 2 weeks ago
**Week 4: Panel Data and Advanced Topics**
week 3 advanced data analysis
Posted by: admin 6 months, 2 weeks ago
**Week 3: Advanced Data Analysis**
4 days, 13 hours ago
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