GitHub - mquhuy/Predicting-LIBOR: Using ARMA-GARCH model in R and Python

mquhuy / Predicting-LIBOR Public

Using ARMA-GARCH model in R and Python

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
Forecasting-LIBOR-rate-using-ARMA-GARCH		Forecasting-LIBOR-rate-using-ARMA-GARCH
Results		Results
12monthsnew data.xls		12monthsnew data.xls
ARIMA-2010-2017 12M.ipynb		ARIMA-2010-2017 12M.ipynb
ARIMA-2010-2017 3M.ipynb		ARIMA-2010-2017 3M.ipynb
ARMA selection.R		ARMA selection.R
ARMA-2000-2006 12M.ipynb		ARMA-2000-2006 12M.ipynb
ARMA-2000-2006 3M.ipynb		ARMA-2000-2006 3M.ipynb
ARMA-2007-2009 12M.ipynb		ARMA-2007-2009 12M.ipynb
ARMA-2007-2009 3M.ipynb		ARMA-2007-2009 3M.ipynb
ARMA-2010-2017 12M.ipynb		ARMA-2010-2017 12M.ipynb
ARMA-2010-2017 3M.ipynb		ARMA-2010-2017 3M.ipynb
ARMA.R		ARMA.R
Arma-Garch.R		Arma-Garch.R
armaResult.xls		armaResult.xls
newdata3month.xls		newdata3month.xls