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Modelagem de Volatilidade via GARCH Models published at the "Open Code Community"

NIAID Data Ecosystem2026-03-12 收录

金融波动率预测

GARCH模型

数据链接：

https://data.mendeley.com/datasets/s3nzk8zwk7 数据链接链接失效反馈

官方服务：

资源简介：

Materials published at "https://opencodecom.net/post/2021-06-23-garch/"

应用场景：

创建时间：

2021-08-31

加密货币波动性预测

GARCH模型

BTCUSDT多时间框架GARCH波动率数据集是一个包含2026年2月（回测模拟）期间BTCUSDT交易对的GARCH预测波动率（sigma）的数据集。数据集以1分钟分辨率记录，共约40,320条记录。每条记录是8个不同时间框架下的GARCH预测波动率快照，并包含一个reliable标志，指示模型是否有足够的历史蜡烛图数据来产生统计稳定的估计。数据集以JSONL格式存储，适用于训练波动率预测模型、

Hugging Face2026-04-25 更新80

Parameters estimate of GARCH-X model for moong.

金融波动率建模

GARCH模型

Parameters estimate of GARCH-X model for moong.

NIAID Data Ecosystem40

Volatility forecast evaluation.

金融波动率预测

投资组合风险价值评估

In the field of financial risk management, the accuracy of portfolio Value-at-Risk (VaR) forecasts is of critical importance to both practitioners and academics. This study pioneers a comprehensive ev

Figshare2024-05-22 更新30

Out-of-sample forecasts performance of HAR, HARO, HARV and HAROV.

金融波动率预测

金融计量模型

Out-of-sample forecasts performance of HAR, HARO, HARV and HAROV.

NIAID Data Ecosystem40

Calculated results of optimal d for FFD.

金融波动率预测

宏观经济与股市关联

Knowledge of the key macroeconomic variables that influence stock volatility across capital sizes, styles, and sectors can provide clues for investment strategies and policy decisions. We use the GARC

Figshare2024-04-17 更新30

Modelagem de Volatilidade via GARCH Models published at the "Open Code Community"

资源简介：

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