https://github.com/davidalexandermoe/financial-time-series-analysis-and-forecasting-garch-models

Stock/Financial Time Series Analysis, Prediction and Forecasting using advanced Statistical methods and GARCH volatility-based models in R.
https://github.com/davidalexandermoe/financial-time-series-analysis-and-forecasting-garch-models

analysis forecasting garch-models stock-price-prediction time-series volatility

Last synced: about 1 month ago
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Stock/Financial Time Series Analysis, Prediction and Forecasting using advanced Statistical methods and GARCH volatility-based models in R.

• Host: GitHub
• URL: https://github.com/davidalexandermoe/financial-time-series-analysis-and-forecasting-garch-models
• Owner: DavidAlexanderMoe
• Created: 2023-06-15T10:12:45.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2023-09-03T14:48:46.000Z (over 1 year ago)
• Last Synced: 2024-01-29T16:06:12.232Z (11 months ago)
• Topics: analysis, forecasting, garch-models, stock-price-prediction, time-series, volatility
• Language: R
• Homepage:
• Size: 558 KB
• Stars: 1
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        


  

# Stock - Financial Time Series Analysis with GARCH models

 

| Purpose | File |

| --------------- | --------------- |

| Analysis | TSA-GARCH.md |

| Report | Report Fin-TSA.pdf |

| Custom functions | Functions folder |




![image](https://github.com/DavidAlexanderMoe/Financial-TSA-GARCH-models/assets/122370567/785f7a46-ae36-476d-ad0c-8838877d671d)