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R29 Intro to GARCH, Generalized Autoregressive Conditional Heteroskedasticity, , R and RStudio
Автор: Scott Burk
Загружено: 2019-01-20
Просмотров: 1234
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Basic Time Series Methods in R is part of a series of forecasting and time series videos. This short video covers a financial modeling and an introduction to GARCH, Generalized Autoregressive Conditional Heteroskedasticity. If you are interested in Forecasting and Time Series, you will want to subscribe to this series!
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