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Mads


Last seen: 7 months ago Active since 2021

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Which type of estimator is provided from the HAC function in matlab?
Hello, When using the HAC funciton in matlab, which type of HAC estimator is then used? Thanks in advance

7 months ago | 1 answer | 0

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Error "Number of rows in presample array 'Z0' must be at least 1."
%% Forecast E-GARCH eModel = egarch(1,1); % Create a garch (1,2) model (proposed by BIC) j=500; % Number of observations w...

9 months ago | 0 answers | 0

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Experience with manual Garch code
Hello. My goal is to create a garch(1,1) model of the us Treasury bond yields. I know that matlab has some build-in functions. B...

9 months ago | 0 answers | 0

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Error: Index exceeds the number of array elements (1).
%% Omitting NA's from intial dataset data = rmmissing(Zerocoupondata); data.SVENY05(12523) = 0.875; %% Declaring variables: ...

9 months ago | 1 answer | 1

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answer