You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Your work is incredible. I gratuated from my economics course 2 years ago and I still kept studying econometrics after that because it is my favorite field of economics, and you taught me things that I didn't realize after all that. Thank you so much for it!
Hi Sanjay, and thanks for the suggestion! I have already got a video on DCC GARCH (ruclips.net/video/d1qEHNlpGog/видео.html), as for hedge ratio, might do a video on that in the future!
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Your work is incredible. I gratuated from my economics course 2 years ago and I still kept studying econometrics after that because it is my favorite field of economics, and you taught me things that I didn't realize after all that. Thank you so much for it!
learning this in university rn, using real numbers in example helps quite a lot, thanks.
Wonderful! ********
Good one sir 🙏🏻👍
Shouldn't the DoF be 131-6-1? as in n-k-1?
Can you please make a video for creating DCC MGARCH Portfolio with Hedge ratios and hedge effectiveness?
Hi Sanjay, and thanks for the suggestion! I have already got a video on DCC GARCH (ruclips.net/video/d1qEHNlpGog/видео.html), as for hedge ratio, might do a video on that in the future!