garch model in R language with 2 explanatory variables

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Hello I have expertise in the domain of Financial Economics. I also have 5 years of research experience working as a research associate (in the field of applied econometrics and statistics). Quantitative and Analytical skills - Worked on academic projects and performed analysis using advanced econometric and statistical techniques such as Time-Series, logistic regression, multiple regression, vector error correction model (VECM), co-integration, ARMA & ARIMA models. Statistical techniques like hypothesis testing, RMSE, RRMSE. I have also done GARCH modeling and CAPM beta calculation, VaR and ES models in R. Recently completed Principal component regression & least absolute shrinkage and selection operator (LASSO) regression in R. Apart from these I have also performed NHANES survey data analysis in STATA. Done Fame-French 4-factor model in R for the fixed income securities. Certifications: 1. Financial engineering and risk management offered by coursera 2. Financial Risk management with R offered by coursera Programming Languages - R-Studio, SPSS, Eviews, STATA, GRETL, JAMOVI. Please feel free to message me in case you have any further queries. Also visit my profile to see the work done by me. Thank you

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I am a PhD in Operations Research with 14 years of experience in developing and deploying OR/Portfolio Optimization solutions for various organisations and institutions using all kinds of commercial (Gurobi, CPLEX) and non- commercial solvers (mip, CBC, lpsolve, or-tools) and Metaheuristics like PSO and genetic Algorithms. I am particularly expertise in Portfolio Optimization solutions and delivered multiple projects within the same domain. Please refer to my previous work in freelancer and also search me on Google Scholar to know more about my expertise. I am the best person for the job. Currently I am working as a Lead AI Scientist in a top tier Trading firm where I am developing these kinds of models. I can solve your problem in quick time.

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