simulate volatility models(HAR,GRJ GARCH, levHAR, HEAVY)

Closed Posted 6 years ago Paid on delivery
Closed Paid on delivery

I am trying to run a code in R (periodgram_analysis) but I have to simulate first some volatility models such as (HARmodel, levHARmodel,Heavy Model, HAR-G model, GJR GARCH model) in order to create the object periodgram in the file "periodgram_analysis" which works along with the file "[login to view URL]".

My request is to define this periodgram object so my code will work and actually get the table I want.

My final goal is to create the table 2 in page 15 of the pdf "volatilityextremes".

Mathematics Matlab and Mathematica R Programming Language Statistical Analysis Statistics

Project ID: #16534678

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4 proposals Remote project Active 5 years ago

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sheak

Hello! Being one of the most experienced Statistician/Mathematician on this website with around half thousand excellent reviews and proven track record, I would love to work on this project. I am experienced data analy More

€277 EUR in 7 days
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