Explain the difference between ARCH and GARCH specifications.
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Explain the difference between ARCH and GARCH specifications.
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ARCH Autoregressive Conditional Heteroskedasticity and GARCH Generalized Autoregressive Conditional Heteroskedasticity are both statistical models use...View the full answer
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Related Book For
Principles Of Econometrics
ISBN: 9781118452271
5th Edition
Authors: R Carter Hill, William E Griffiths, Guay C Lim
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