vincent27hugh/Time_Series_ARIMA-GARCH vincent27hugh/Time_Series_ARIMA-GARCH

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  • Rank 1,694,829 (Top 34 %)
  • Language
    R
  • Created about 8 years ago
  • Updated almost 6 years ago
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vincent27hugh/Time_Series_ARIMA-GARCH
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vincent27hugh

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Repository Details

In this project, this research generally investigates the financial time series such as the price & return of NASDAQ Composite Index using ARIMA and GARCH methods.

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