Economics, Econometrics and Finance
4 years ago

New tool predicts financial market shifts with precision using STAR-STGARCH model.

Statistical Software Components
STAR-STGARCH: GAUSS modules to estimate STAR models with ST-GARCH errors
Stefan Lundbergh

Paper Summary

Related papers

Economics, Econometrics and Finance
4 years ago

New model predicts changing inflation uncertainty for better economic planning!

Macroeconomic Analysis
Monetary Models
Oil Price Shocks
1 view
Economics, Econometrics and Finance
4 years ago

GARCH Model with Rational Errors Outperforms Standard Model for Stock Prices

Econophysics
Stock Market Predictions
Financial Volatility
Economics, Econometrics and Finance
4 years ago

New GARCH models revolutionize asset return forecasting with heavy-tailed distributions!

Macroeconomic Analysis
Oil Price Shocks
Financial Volatility

The STAR-STGARCH GAUSS package helps users analyze data by testing for different patterns and relationships. It allows users to check if a model is linear or not, estimate models for mean and variance, and test for errors in the model. This tool is useful for understanding how variables change over time and can help in making predictions based on past data.