God. I searched for two months on youtube, and practically a million places for something that can make me understand this GARCH process. I cannot thank you enough for this..THANKS A MILLION, A BILLION, A TRILLION!!!!
@dr.sunitaarora4242
7 жыл бұрын
Soon there will be another video on this, its extension.
@hiking9430
7 жыл бұрын
I will be waiting for it very very eagerly!
@akhilsharma7163
7 жыл бұрын
agree with this.
@ramandeepsingh9059
7 жыл бұрын
I am very thankful to Ms. sunita arora for sharing such a informative videos on Eview
@asifullahkhan1152
6 жыл бұрын
Thanks a lot maam , its a more informative and easily understandable video for GARCH model understanable
@dr.psviswanadh5374
7 жыл бұрын
Madam, Thank you very much for sharing a video on GARCH modeling. it has helped me allot. I request you to post videos on the other ARCH family models. Thanking you once again.
@daiane_2310
3 жыл бұрын
God bless your life!
@anuradha12able
5 жыл бұрын
Thank you so much maam for explaining it so simplified form, God bless you maam..
@indubansal9338
2 жыл бұрын
Amazing video Ma'am!! It would be great if you can upload a video on measuring volatility spillover
@saurabhsahu7860
6 жыл бұрын
Mam you are great, so why you not make more videos, so that we learn more from your videos. Please mam make more videos on econometrics.
@devendrakumarshukla3566
7 жыл бұрын
All your videos are very informative. Please keep posting such videos as there are not many good videos on Eviews with such detailed explanation.
@dr.sunitaarora4242
7 жыл бұрын
Thanks
@devendrakumarshukla3566
7 жыл бұрын
Eagerly waiting for the latest video on autocorrelation.
@muneshkumar6050
5 жыл бұрын
excellent explanation ma'am thank you very much
@AzharAli-se5ve
5 жыл бұрын
mam i found nice video and please mam tell us how we forecast garch model in eviews
@zainulabideenalvi9063
7 жыл бұрын
Can you please describe the procedure of doing forecasting by using ARCH and GARCH models in Eviews
@prasin2006
5 жыл бұрын
Nice explanation madam. Please prepare more videos of econometrics mam
@dr.sunitaarora4242
5 жыл бұрын
Will try
@prasin2006
5 жыл бұрын
@@dr.sunitaarora4242 thank you ma'am. Your video are really helpful
@randomYtuberr
4 жыл бұрын
@9.42 How did we conclude that ARCH effect exists? What numbers did we look at ?
@randomYtuberr
4 жыл бұрын
@6.49 how did we conclude that its an ar(1) process?
@ahlemm2048
7 жыл бұрын
Thank you so much but can you please describe the procedure of doing forecasting by using ARIMA-GARCH model in Eviews?? pleaase
@gauravanand2402
5 жыл бұрын
Hi, It's a great video to learn, It would be great if you could please upload videos on TGARCH and EGARCH
@haowu4675
4 жыл бұрын
Thx for video full of details, even though cannot quite understand your Eng,🤣🤣🤣 anyway, thx once again
@meoschoolofresearch9725
7 жыл бұрын
Gorgious God Bless you mam, i think main apko janta ho ?
@saasund6425
4 жыл бұрын
Can we use panel data for garch like 6 countries against 8 independent variables?
@shubhamgarg9540
2 жыл бұрын
Mam please help in how to apply garch 1,1 model with some control or exogenous variables
@prasin2006
5 жыл бұрын
Thank you ma'am
@waqaskhan-fm7ic
3 жыл бұрын
Well explained
@kiki-nt6vd
7 жыл бұрын
Anyway you can make this available in English. Thank you for considering.
Mam can you please tell me how to import the stock data in eviews (BSE & NSE stock data). Mam any videos in English or with a subtitle for the same concept.
@dr.sunitaarora4242
5 жыл бұрын
Please watch my first video
@ahmadnasir2352
4 жыл бұрын
When I practice the same, Eviews giving me error "ARCH estimation requires a continuous sample" what is the problem here?
@dr.sunitaarora4242
4 жыл бұрын
Share the screenshot at discussionwithsunitaarora@gmail.com
@randomYtuberr
4 жыл бұрын
@@dr.sunitaarora4242 Ahmad Nasir : im getting the same error . could you please helpl ? how did u solve this error? please call up on 9886977133. need urgent help
@randomYtuberr
4 жыл бұрын
im getting the same error . could you please helpl ? how did u solve this error? please call up on 9886977133. need urgent help
@alexandernevrov259
4 жыл бұрын
@@randomYtuberr It ususally does so when there is a #n/a point in the data. So before you upload the data make sure there are no gaps in timeseries, if so just modify it or remove that cell. then it will work!
@numananwar2647
6 жыл бұрын
how to treat dummy variables and control variables in ARCH/GARCH test?
@dr.sunitaarora4242
6 жыл бұрын
Numan Anwar message me on discussionwithsunitaarora@gmail.com
@ahaanjohri7926
5 жыл бұрын
Thanku Maam
@mustanggemini2156
4 жыл бұрын
Hi Ms Sunita, may I know how to model AR(p) EGARCH (1 1) on eview. Thank you very much
@dr.sunitaarora4242
4 жыл бұрын
Introduce required AR terms in mean equation and apply EGARCH model
@ahmadnasir2352
4 жыл бұрын
What is AR(1) in the main model estimated?
@dr.sunitaarora4242
4 жыл бұрын
ar term means previous lag of dependent variable.
@ahmadnasir2352
4 жыл бұрын
Sunita Arora thank you for replying. how to model if we want to check volatility spillover from bond market to stock market or from 1 market to 2/3 markets
@dr.sunitaarora4242
4 жыл бұрын
We have different models for it like BEKk etc.
@parveenakhtar4421
5 жыл бұрын
ma'am please upload NARDL model using GARCH estimation
@hamiyatyab2503
7 жыл бұрын
mam can u explain when term of MA(1) or so on are added..
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