{"id":14248,"date":"2023-04-14T18:57:54","date_gmt":"2023-04-14T18:57:54","guid":{"rendered":"https:\/\/www.goodacademic.com\/blog\/questions\/applied-econometric-project-stock-volatility-analysis-and-forcasting-using-garch-model\/"},"modified":"2023-04-14T18:57:54","modified_gmt":"2023-04-14T18:57:54","slug":"applied-econometric-project-stock-volatility-analysis-and-forcasting-using-garch-model","status":"publish","type":"questions","link":"https:\/\/www.goodacademic.com\/blog\/questions\/applied-econometric-project-stock-volatility-analysis-and-forcasting-using-garch-model\/","title":{"rendered":"Applied econometric project: Stock volatility Analysis and Forcasting using GARCH model"},"content":{"rendered":"

You are required to complete an applied econometric project based on a finance topic of their choice. Please feel free to discuss the suitability of your topic with me. In<\/span>selecting a topic it may be helpful to look at current and past periodicals on econometrics.<\/span> Some suggested sources are: <\/span><\/p>\n

1. Journal of Financial Econometrics
\n<\/span><\/p>\n
2. Journal of Business and Economic Statistics
\n<\/span><\/div>\n
3. Journal of Empirical Finance
\n<\/span><\/div>\n
4. Review of Economics and Statistics
\n<\/span><\/div>\n
5. Journal of Applied Econometrics<\/span><\/div>\n<\/div>\n

<\/span><\/div>\n
Your paper can be completely original or you can base it on existing work using a <\/span>different dataset and changing and\/or expanding the analysis. <\/span>The term paper should consist of an Introduction, Model Description, Results, and <\/span>Conclusion with References included. The main text should be 10 pages or less. <\/span>All mathematical equations should be written properly in the text. As an example, <\/span>consider the AR(1) model,Your paper can be completely original or you can base it on existing work using a <\/span>different dataset and changing and\/or expanding the analysis. <\/span>The term paper should consist of an Introduction, Model Description, Results, and <\/span>Conclusion with References included. The main text should be 10 pages or less. <\/span>All mathematical equations should be written properly in the text. As an example, <\/span>consider the AR(1) model, <\/span><\/div>\n
yt = \u00b5 + \u03d5yt\u22121 + \u03f5t<\/span>, \u03f5t \u223c N(0, \u03c32<\/span>), <\/span><\/div>\n
where \u00b5, \u03d5, and \u03c3<\/span>2<\/span>, are parameters to be estimated.<\/span><\/div>\n
Data sources should be included, along with footnotes, and correct citations. Using <\/span>someone\u2019s idea or writings without a citation is plagiarism<\/span>. Your paper should be self contained. Finally, you should hand in a copy of <\/span>your paper, and a disk with your computer code in R, the dataset and a file of your printout.<\/span><\/div>\n
<\/div>\n","protected":false},"excerpt":{"rendered":"

You are required to complete an applied econometric project based on a finance topic of their choice. Please feel free to discuss the suitability of your topic with me. Inselecting a topic it may be helpful to look at current and past periodicals on econometrics. Some suggested sources are:  1. Journal of Financial Econometrics 2. Journal of […]<\/p>\n","protected":false},"author":3,"featured_media":0,"comment_status":"open","ping_status":"closed","template":"","meta":[],"disciplines":[710],"paper_types":[],"tagged":[],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/questions\/14248"}],"collection":[{"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/questions"}],"about":[{"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/types\/questions"}],"author":[{"embeddable":true,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/comments?post=14248"}],"version-history":[{"count":0,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/questions\/14248\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/media?parent=14248"}],"wp:term":[{"taxonomy":"disciplines","embeddable":true,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/disciplines?post=14248"},{"taxonomy":"paper_types","embeddable":true,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/paper_types?post=14248"},{"taxonomy":"tagged","embeddable":true,"href":"https:\/\/www.goodacademic.com\/blog\/wp-json\/wp\/v2\/tagged?post=14248"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}