GARCH Modelling in R

₹1500-12500 INR

Închis

Data postării:

peste 3 ani în urmă

₹1500-12500 INR

Plata la predare

Hello I need to onduct certain tests to identify appropriate GARCH models (mean equation and the volatility equation) based on the return of Gold option. Test the adequacy of these GARCH models. Use this GARCH model to forecast 5 steps ahead of the return and volatility. Then build the multivariate VAR model by using the data of Gold option and “another factor”(use 2-4 variables, at least one variable should come from “another factor”) . Once this is done I need to Test the Co-integration between the Gold option and “another factor”. There has to be a report with explanation of the above.

Statistics

Statistical Analysis

R Programming Language

SPSS Statistics

Economics

ID-ul proiectului: 28619417

Despre proiect

4 propuneri

Proiect la distanță

Activ: 3 ani în urmă

Vrei să câștigi bani?

Adresa de e-mail

Avantajele de a licita pe platforma Freelancer

Stabilește bugetul și intervalul temporal

Îți primești plata pentru serviciile prestate

Evidențiază-ți propunerea

Te înregistrezi și licitezi gratuit pentru proiecte

4 freelanceri plasează o ofertă medie de ₹5.778 INR pentru proiect

@belarjsoufiane20

Hello. Hope all is well. I'm a statistician with a masters degree in statistics and am ready to help you immediately. Happy to chat more to exchange further details if interested. Thank you for your time and consideration

₹11.111 INR în 2 zile

4,9

(42 recenzii)

5,0

@oujbih

Hi i did similar project with ARIMA SARIMA ETS and i know how to do it with Garch models Plus i can give full explanation of the result i can start your project right now, and i have good experience in R free to contact me for more details. best regards.

₹2.000 INR în 2 zile

5,0

(1 recenzie)

0,8

@HasanKayani

Hello! I am very interested in your post project. While I read your description carefully, I was excited with feeling that I would be able to satisfy for your requirements in this job. We can negotiate on price/Budget e for your project, you will get good result. Looking forward to work with you. Thanks regards

₹7.000 INR în 1 zi