Канал: FRANCOIS BENHMAD

Johansen Test

Johansen Test

VECM Model

VECM Model

Engle Granger Test

Engle Granger Test

Cointegration

Cointegration

VAR Model_Part 2

VAR Model_Part 2

VAR Model_ Part1

VAR Model_ Part1

Trading 5

Trading 5

Trading4

Trading4

Trading3

Trading3

Trading2

Trading2

Trading 1

Trading 1

ARIMA_ Etude_de_cas

ARIMA_ Etude_de_cas

ARDL model

ARDL model

EVIEWS_Excel

EVIEWS_Excel

ARCH-M

ARCH-M

FIGARCH

FIGARCH

EGARCH_TGARCH

EGARCH_TGARCH

GARCH model

GARCH model

Black Swan

Black Swan

CAC40_ARIMA

CAC40_ARIMA

Stationnarité_Dickey Fuller

Stationnarité_Dickey Fuller

Stationnarité_Intro

Stationnarité_Intro

Bruit blanc

Bruit blanc

SARIMA

SARIMA

ARIMA_PIB

ARIMA_PIB

ARMA model

ARMA model

Séries temporelles

Séries temporelles

Test Dickey_Fuller_Augmenté

Test Dickey_Fuller_Augmenté

Test Phillips_Perron

Test Phillips_Perron

Cointégration_Part3

Cointégration_Part3

Cointégration_Part2

Cointégration_Part2

Cointégration_Part1

Cointégration_Part1

Cointegration_CAC40 & DAX

Cointegration_CAC40 & DAX

Cointegration

Cointegration

Modèle VAR ( Vector AutoRegressive)

Modèle VAR ( Vector AutoRegressive)

Stationnarité(CAC40 & DAX)

Stationnarité(CAC40 & DAX)

GARCH model

GARCH model

ARCH model

ARCH model

Value at Risk Backtesting

Value at Risk Backtesting

Value at Risk_part 4

Value at Risk_part 4

Value at Risk_ partie3

Value at Risk_ partie3

Value at Risk _ partie2

Value at Risk _ partie2

Value at Risk _partie1

Value at Risk _partie1

ARIMA Model (CAC40)

ARIMA Model (CAC40)

ARMA Model (Box&Jenkins)

ARMA Model (Box&Jenkins)

GARCH Model

GARCH Model

Test Dickey Fuller(CAC40)

Test Dickey Fuller(CAC40)

Test Dickey Fuller

Test Dickey Fuller

CAC40_Returns

CAC40_Returns

ARMA (Diagnostics)

ARMA (Diagnostics)

GARCH_ Simulations

GARCH_ Simulations

GARCH Asymmetric

GARCH Asymmetric

Renouvelables

Renouvelables