UNIVERSITY OF CALIFORNIA IRVINE

Idriss TSAFACK, Ph.D.

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Vector Autoregressive (VAR) Models with R : relationship between the S&P500, Bitcoin, CHF, JPY

Feb 2, 2021
9 min

Vector Autoregressive (VAR) Models with R : relationship between the S&P500, Bitcoin, CHF, JPY

Hey there! Welcome back to my blog! In this post I will show you how to estimate the Vector Autoregressive (VAR) model with R. Feel free...

3,531 views0 comments

GARCH models with R programming : a practical example with TESLA stock

Jan 25, 2021
10 min

GARCH models with R programming : a practical example with TESLA stock

Hey there! Hope you are doing great! In this post I will show how to use GARCH models with R programming. Feel free to contact me for any...

26,639 views0 comments