Financial Time Series Analysis

  • Status Closed
  • Budget $30 - $250 USD
  • Total Bids 10

Project Description

Hi! I need an assistance! I need to make a rolling regression one step ahead, out of sample forecast for 4 exchange rate returns using the ARCH, GARCH, EGARCH, GJR, IGARCH and FIGARCH models, would you be able to help me with that?

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