Name: GARCH Model Configuration - Volatility models for asymmetric shocks
Uploaded: 2020-05-23T00:00:00Z
Description: A normal GARCH model is not representative of the real financial data, whose distributions frequently exhibit fat tails, skewness, and asymmetric shocks. In this chapter, you’ll learn how to define better GARCH models with more realistic assumptions. You’ll also learn how to make more sophisticated volatility forecasts with rolling window approaches.