Beloved guest/subscriber, you have discovered my amazing RUclips Channel tailored specifically for you and other beginners and intermediate users. Please do not keep me to yourself (lol). Kindly share my videos and links with your students, colleagues and academic community so that they too can SUBSCRIBE and learn with ease….and for the global community to be aware that applied econometrics can be simplified. My teaching approach is very practical. I adopt a do-as-I-do style. Many thanks to those who have supported me by telling others. Once again, CrunchEconometrix loves to teach, support my Channel with your subscription, likes, feedbacks and sharing my videos with your cohorts. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!!
Hello, Thank you for this resource. Please, I have some questions. How do you estimate Volatility using the ARCH or GARCH model when the data is low frequency like annual data. I am trying to derive annual exchange rate volatility using annual exchange rate data. Changing this yearly data to a quarterly or monthly series would not suit my entire research because this is only a piece of the puzzle in my research work. I would really appreciate your thoughts on the matter.
Hello, Thank you for this resource. Please, I have some questions. How do you estimate Volatility using the ARCH or GARCH model when the data is low frequency like annual data. I am trying to derive annual exchange rate volatility using annual exchange rate data. Changing this yearly data to a quarterly or monthly series would not suit my entire research because this is only a piece of the puzzle in my research work. I would really appreciate your thoughts on the matter.
Hello, thanks for the great video! I would like to do exactly the same but with one GARCH component extra. Could you please show the code to simulate this? Thank you again!
The content is helpful but I am frustrated while searching for the subsequent part. Keeping a link of the next part in your description would have been helpful, the playlist doesn't look in order.
Please make a video and explain how to perform Monte Carlo simulation for the CCR estimates in eviews, when there is I(2) and I(1) variables, I(2) is dependent variable, can refer to Park (1997).
![Chlöe - Shake (Feat. Jeremih) [Official Visualizer]](http://i.ytimg.com/vi/aDs_1ufpfv8/mqdefault.jpg)
Beloved guest/subscriber, you have discovered my amazing RUclips Channel tailored specifically for you and other beginners and intermediate users. Please do not keep me to yourself (lol). Kindly share my videos and links with your students, colleagues and academic community so that they too can SUBSCRIBE and learn with ease….and for the global community to be aware that applied econometrics can be simplified. My teaching approach is very practical. I adopt a do-as-I-do style. Many thanks to those who have supported me by telling others. Once again, CrunchEconometrix loves to teach, support my Channel with your subscription, likes, feedbacks and sharing my videos with your cohorts. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!!
Dear Dr. Can u pls make a video on NARDL (Especially wald test of asymmetric relationship )
@@fodayjoof1556 No idea how it's done. I'll have to learn it.
@@CrunchEconometrix thank you Dr for your humble efforts
thank you Professor. Could you please teach NARDL model estimation as well .
Hello, Thank you for this resource.
Please, I have some questions. How do you estimate Volatility using the ARCH or GARCH model when the data is low frequency like annual data.
I am trying to derive annual exchange rate volatility using annual exchange rate data. Changing this yearly data to a quarterly or monthly series would not suit my entire research because this is only a piece of the puzzle in my research work.
I would really appreciate your thoughts on the matter.
Thank you.
U're welcome Morato...may I know from where (location) you are reaching me?
UK
@@gladiador8276 Awesome Mo! 💕 Kindly spread the word about my videos to your students and academic community in the UK 🇬🇧..thanks!😊
Hello, Thank you for this resource.
Please, I have some questions. How do you estimate Volatility using the ARCH or GARCH model when the data is low frequency like annual data.
I am trying to derive annual exchange rate volatility using annual exchange rate data. Changing this yearly data to a quarterly or monthly series would not suit my entire research because this is only a piece of the puzzle in my research work.
I would really appreciate your thoughts on the matter.
Augustine, high frequency data required.
Hello, thanks for the great video! I would like to do exactly the same but with one GARCH component extra. Could you please show the code to simulate this? Thank you again!
Hi Tristan, you may check other online resources for the GARCH simulation, thanks.
The content is helpful but I am frustrated while searching for the subsequent part. Keeping a link of the next part in your description would have been helpful, the playlist doesn't look in order.
Hi Suraj, there are 9 Playlists. Well sorted. There respective headings will guide you. Thanks.
Do you share the file used in EViews to explain ARCH
Files are available on my website (though some are free while some are available on payment) cruncheconometrix.com
Please make a video and explain how to perform Monte Carlo
simulation for the CCR estimates in eviews, when there is I(2) and I(1) variables, I(2) is dependent variable, can refer to Park (1997).
Suggestion is noted, Sara. Thanks.
How do you determine that your data for ARCH modeling have a high frequency?
If the time dimension of the series is hourly, daily, weekly, or monthly.
@@CrunchEconometrix Thank you so much..I love your commitment and passion to teach us . You are truly a great teacher
ممكن طلب شرح باللغة العربية
Hi Salam, interpretation please.
only one problem you have here that you talking so fast, you think the listeners know the contents as you explaining for your self.
Hi Jasem, you can always PAUSE ⏸ and PLAYBACK the video. Thanks.