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Hamid Muili


Last seen: 1 day ago |  Active since 2021

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Garch-evt - copula
I am trying to estimate an Egarch- EVT- COPULA MODEL. THE MODEL WILL LINK THE Egarch with extreme value theory and copula to cap...

2 months ago | 1 answer | 0

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How to convert quarterly data into monthly and merge together
Dear all, I have a quarterly data and some monthly data. I want to convert the quarterly into a monthly format where the new dat...

9 months ago | 1 answer | 0

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Answered
Having issues creating a TreshVar in TVARX toolbox of Gabriel bruneau
For those who still face similar problem.You can just copy the getoptions from the utilities in the toolbox to the main director...

3 years ago | 0

Answered
Comparing estimated coefficients of Quantile on Quantile and Quantile regression over the X and Y axis
I think most researchers usually compute the quantile on quantiles estimate in R and export the matrix result into MATLAB for th...

3 years ago | 0

Question


Having issues creating a TreshVar in TVARX toolbox of Gabriel bruneau
I am having trouble using the TVARX toolbox by Gabriel Bruneau.After setting the appropriate inputs , I tried to create the Tres...

3 years ago | 1 answer | 0

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