Is GARCH hard to learn? Not any more for this well known profit market forecasting

Hi there Over the last few weeks, I’ve been putting together a comprehensive series of models and cool R code walk-throughs featuring GARCH modeling techniques. GARCH (Generalized Autoregressive Conditional Heteroskedasticity, which sounds like a title for a quant-related Mary Poppins song) is widely used throughout the financial industry for price forecasting. Numerous industry sectors including …

Is GARCH hard to learn? Not any more for this well known profit market forecasting Read More »