{"id":50026,"date":"2025-06-10T20:16:59","date_gmt":"2025-06-10T17:16:59","guid":{"rendered":"https:\/\/ek.biem.sumdu.edu.ua\/?p=50026"},"modified":"2025-06-10T20:18:04","modified_gmt":"2025-06-10T17:18:04","slug":"classes-of-the-virtual-mobility-program-econometrics-garch-models-in-eviews","status":"publish","type":"post","link":"https:\/\/ek.biem.sumdu.edu.ua\/en\/classes-of-the-virtual-mobility-program-econometrics-garch-models-in-eviews","title":{"rendered":"Classes of the virtual mobility program \u201cEconometrics\u201d: GARCH models in EViews"},"content":{"rendered":"\t\t
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\ud83d\udcc5 On June 10, 2025, a regular lesson was held within the framework of the international virtual mobility program \u201cEconometrics\u201d, implemented by Sumy State University and Mahatma Jyotiba Phule Rohilkhand University (MJPRU, Bareilly, India).<\/p>

\ud83c\udf10 The Econometrics program continues to unite students and professors from different countries around topical issues of economics, statistics and analytics. This time the topic of the meeting was \u201cGARCH models using EViews\u201d. The lecturer of the class was Dr. Ayben Koy, a professor at Istanbul Ticaret University (Turkey).<\/p>

\ud83d\udc69\u200d\ud83c\udfeb In her lecture, Dr. Ayben Koy introduced the participants to the theoretical foundations and practical aspects of applying GARCH models in financial analysis, in particular for predicting asset volatility.<\/p>

\ud83d\udd0d During the lecture, the participants considered:
\ud83d\udd39 the basics of GARCH models and their variations (EGARCH, GJR-GARCH);
\ud83d\udd39 analysis of market data on the example of Turkish Airlines shares;
\ud83d\udd39 the importance of using logarithmic transformations to achieve stationarity of time series;
\ud83d\udd39 practical tips on choosing an ARMA structure using EViews;
\ud83d\udd39 comparison of classical models with modern approaches: TVP-SVM, neural networks, stochastic volatility models.<\/p>

\u2728 We thank all participants for their active participation, interesting questions, and additions. We are looking forward to the next classes to continue to deepen our knowledge of econometrics and share international experience!<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t

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\ud83d\udcc5 On June 10, 2025, a regular lesson was held within the framework of the international virtual mobility program \u201cEconometrics\u201d, implemented by Sumy State University and Mahatma Jyotiba Phule Rohilkhand […]<\/p>\n","protected":false},"author":60,"featured_media":50015,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_coblocks_attr":"","_coblocks_dimensions":"","_coblocks_responsive_height":"","_coblocks_accordion_ie_support":"","footnotes":"","_wp_rev_ctl_limit":""},"categories":[12],"tags":[],"class_list":["post-50026","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-news"],"_links":{"self":[{"href":"https:\/\/ek.biem.sumdu.edu.ua\/en\/wp-json\/wp\/v2\/posts\/50026","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/ek.biem.sumdu.edu.ua\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/ek.biem.sumdu.edu.ua\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/ek.biem.sumdu.edu.ua\/en\/wp-json\/wp\/v2\/users\/60"}],"replies":[{"embeddable":true,"href":"https:\/\/ek.biem.sumdu.edu.ua\/en\/wp-json\/wp\/v2\/comments?post=50026"}],"version-history":[{"count":0,"href":"https:\/\/ek.biem.sumdu.edu.ua\/en\/wp-json\/wp\/v2\/posts\/50026\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/ek.biem.sumdu.edu.ua\/en\/wp-json\/wp\/v2\/media\/50015"}],"wp:attachment":[{"href":"https:\/\/ek.biem.sumdu.edu.ua\/en\/wp-json\/wp\/v2\/media?parent=50026"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/ek.biem.sumdu.edu.ua\/en\/wp-json\/wp\/v2\/categories?post=50026"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/ek.biem.sumdu.edu.ua\/en\/wp-json\/wp\/v2\/tags?post=50026"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}