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Class Updates:
About Mercantile Exchange of Pakistan [clear here]
In the previous video, Garch parameters were calculated with simple returns, whereas Garch needs to be estimated on squared returns, i.e. U^2 [new video download here]
Video On How to Find Portfolio risk with Matrix Algebra in MS EXCEL [ Download]
Video On How to Estimate Parameters of Garch in Stata [ Download] Video On How to Find Hedge Ratio [ Download]
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 Updating...
ĉ Attaullah Shah, Nov 1, 2010, 3:39 AM
Ĉ Attaullah Shah, Jan 3, 2011, 11:21 AM
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