Volatility Modeling with GARCH, DCC-GARCH & BEKK
Modeling volatility clustering, spillovers and conditional correlation with the GARCH family.
Finance research: risk, shock spillovers and market co-movement.
Daily prices or returns of assets (Excel) and the period.
ARCH tests, estimation with proper distribution, conditional volatility plots, DCC matrices and full interpretation.
Project file, Do-file / R & Python scripts — 100% reproducible results
Editable Word file, ready for chapter 4 or an ISI/Scopus paper
Path models, causal plots, volatility & Pareto — 300 DPI / SVG
Full statistical interpretation + support until defense or acceptance
Common questions
DCC or BEKK?
DCC is more interpretable for many assets; the choice follows the research question.
Which error distribution?
Chosen from return skewness/kurtosis (usually t or GED).
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Send your task details in the first message; data review and the quote happen in the same chat.