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Published 20 hours ago • verified publisher icon PetalsOnWind

Notebook on heteroskedasticity

Open PetalsOnWind opened this issue 4 years ago • 3 comments

PetalsOnWind avatar Dec 04 '20 10:12 PetalsOnWind

@PetalsOnWind I can take up this. Will read more on the topic

SmilingYogi avatar Dec 04 '20 14:12 SmilingYogi

@PetalsOnWind I had read about ARCH, GARCH and other derivatives of the ARCH model as part of my Microeconomics project on Robert Engle's works. I would like to work on this notebook for a deeper dive into heteroskedastic models.

munditva avatar Dec 05 '20 08:12 munditva

@munditva I'll open another issue titled ARCH models #15, comment on that and I'll assign you

PetalsOnWind avatar Dec 05 '20 10:12 PetalsOnWind