DataCamp

GARCH Models in R

Business and Economics

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Short Description

Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.

Long Description

Are you interested in understanding the fluctuations of the financial market? Do you wish to identify when a stable market becomes volatile? This comprehensive course on GARCH models offers a forward-looking approach to effectively manage risk and reward in financial decision-making. The course starts with the fundamental GARCH(1,1) model and gradually progresses to more sophisticated volatility models, incorporating a leverage effect, GARCH-in-mean specification, and the utilization of the skewed student t distribution for modeling asset returns. Practical applications of these models include portfolio optimization, evaluation of rolling sample forecasts, forecasting value-at-risk, and analyzing dynamic covariances in stock and exchange rate returns.

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Course Details

Duration
4 hours
Format
Short Course
Price
USD39.00
Course Link
More Information
DataCamp
DataCamp
Description
DataCamp is an online learning platform that offers interactive courses and tutorials for data science and analytics. It provides a wide range of courses covering topics such as Python, R, SQL, machine learning, data visualization, and more. The platform offers a hands-on learning experience through coding exercises and projects, allowing users to practice and apply their skills in real-world scenarios. DataCamp also offers a personalized learning experience with adaptive learning technology that adjusts the course content based on the user's skill level and progress. It is widely used by individuals, professionals, and organizations to enhance their data science skills and stay up-to-date with the latest trends and technologies in the field.
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