Replicate the GARCH(1,1) estimation in Example 24.2, using daily returns from on IBM from January 1999 to

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Replicate the GARCH(1,1) estimation in Example 24.2, using daily returns from on IBM from January 1999 to December 2003. Compare your estimates with and without the four largest returns.

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Replicate the GARCH (1,1) estimation in Example 24.2, using daily returns from on IBM from January 1999 to December 2003. Compare your estimates with and without the four largest returns.
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Replicate the GARCH(1,1) estimation in Example 24.2, using daily returns from on IBM from January 1999 to

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Using the statistical software package STATA we get ...View the full answer

Derivatives Markets

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