#GARch hashtag - Bluesky

@gabeberkenva.bsky.social

4 months ago

I usually hang back on social media, content to observe all the cool science going on, but every time #garweek ends I sit here in the weeks following and want more. In light of this, I suggest we take over the the entire month of March and rebrand it #GARch. A full twelfth of the year for gar please

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Peter Reinhard Hansen

@profphansen.bsky.social

10 months ago

New publication: “A Multivariate Realized GARCH Model” in the Journal of Econometrics with Ilya Archakov and Asger Lunde.

A new class of multivariate GARCH models that incorporate realized measures -- flexible and scalable.
#Econometrics #GARCH #Finance
www.sciencedirect.com/science/arti...

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