I want to appreciate all my subscribers from across the globe (Africa, Asia, Europe, the Middle East, The Americas, and The Pacific). Thank you all for your support. I am encouraged by your comments, questions, likes and critiques. They keep me focussed and poised to do better. I will continue to contribute my little quota such that every student and researcher will independently analyse his/her data. 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. Please do not keep me to yourself (lol) inform your friends, students and academic networks about my Channel. Tell them CrunchEconometrix breaks down the econometric jargons and teaches with simplicity. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!! J
Hahahaha, I've been working Mahfujur...loyal friend! Can you please share on our Facebook platforms and with your students and academic network? Thanks as always!
Dear madam thanks for your effort I am writing my master thesis but got confused from the published paper on the same topic If possible for you i would like to know what does ARCH AND GARCH indicate?? In the published papers they mentioned that both ARCH AND GARCH represent the past volatility Can you please explain the difference ? Regards
Mam i have 2 series of returns for 30 days also I have two model linked to each series.Each model has 2 equation one is about returns and second is conditional variance how to decide which stock is better if I am risk averse person . Pls mam reply very important u are my last hope
When you have found a model with R squared of 0.54 and adjusted r of 0.50, its signifacant but after you have found autocorelation after testing can you proceed with the model
I want to appreciate all my subscribers from across the globe (Africa, Asia, Europe, the Middle East, The Americas, and The Pacific). Thank you all for your support. I am encouraged by your comments, questions, likes and critiques. They keep me focussed and poised to do better. I will continue to contribute my little quota such that every student and researcher will independently analyse his/her data. 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. Please do not keep me to yourself (lol) inform your friends, students and academic networks about my Channel. Tell them CrunchEconometrix breaks down the econometric jargons and teaches with simplicity. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!! J
thank you Madam, very good and clear explanation, the video sounds also clear.
Thanks Jaya, for the encouraging feedback. Deeply appreciated!
course saving lectures during covid-19 times. Thank you!
You are welcome, Lenku!
You are playing a good role to make us informative about econometrics.
Thanks for the encouraging words, Truth. Grateful!❤️
This was very helpful as always Ngozi. Good jobs.
Glad it was helpful, Sir. Feedback appreciated!
The quality of this video is high. I like it.
Thanks for the encouraging feedback, Sang! 🥰😍
Thank you very much Prof. You are a wonderful teacher. May the good Lord increase your knowledge and wisdom in Jesus name.
Wow, thank you Louis...and big amen to your prayers!!!
I am watching this video from India😍😍
Thanks for the encouragement, Amit!😊
Please upload more videos !
Thanks for the encouragement, Shaunak...appreciated! More simple-to-understand videos are already penned down, Kind regards.
谢谢老师的视频，我正在做我的毕业论文，需要tgarch和egarch，您的视频对我帮助非常大，谢谢您
Gaofeng, language translation?
Great job 👍💯
Thanks, Garima for the encouraging feedback. Deeply appreciated!
after a longggggggg time
keep it up
Hahahaha, I've been working Mahfujur...loyal friend! Can you please share on our Facebook platforms and with your students and academic network? Thanks as always!
@@CrunchEconometrix I already did dear... I wish I would meet u
Thank you very Much
Please we need explication DCC- GARCH model
Thanks, Belkhir for the positive feedback. Deeply appreciated! I'll do my best. Please may I know from where (location) you are reaching me?
I'll do my best, Vaibhav. Working on it.
@@CrunchEconometrix we are waiting for your video
Dear madam thanks for your effort
I am writing my master thesis but got confused from the published paper on the same topic
If possible for you i would like to know what does ARCH AND GARCH indicate??
In the published papers they mentioned that both ARCH AND GARCH represent the past volatility
Can you please explain the difference ?
Regards
Hi Ali, yes they do. I made explicit and easy-to-understand ARCH and GARCH video. I advise that you watch ALL of them. Thanks.
Mam i have 2 series of returns for 30 days also I have two model linked to each series.Each model has 2 equation one is about returns and second is conditional variance how to decide which stock is better if I am risk averse person .
Pls mam reply very important u are my last hope
Hi KK, use their respective volatility. Less volatile stocks are better. No one argues with that.
How do you find forecasted values for example when you want to forecast from 2020 to 2030
That's out of sample forecast. No idea.
When you have found a model with R squared of 0.54 and adjusted r of 0.50, its signifacant but after you have found autocorelation after testing can you proceed with the model
What is the relation between R2 and autocorrelation?