Class Exercise: Pick a stock market index of your choosing and obtain daily data on the value

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Class Exercise: Pick a stock market index of your choosing and obtain daily data on the value of the chosen index for five years to find out if the stock index is characterized by ARCH effects.

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Basic Econometrics

ISBN: 978-0073375779

5th edition

Authors: Damodar N. Gujrati, Dawn C. Porter

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Question Posted: Sep 21, 2024 05:12 AM

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Class Exercise: Pick a stock market index of your choosing and obtain daily data on the value of the chosen index for five years to find out if the stock index is characterized by ARCH effects.
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Class Exercise: Pick a stock market index of your choosing and obtain daily data on the value

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Basic Econometrics

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