Consider the monthly simple returns of Intel stock from 1973 to 2003 in m-intc7303.txt. Transform the returns

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Consider the monthly simple returns of Intel stock from 1973 to 2003 in m-intc7303.txt. Transform the returns into log returns. Build a GARCH model for the transformed series and compute 1-step to 5-

step ahead volatility forecasts at the forecast origin December 2003.

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Analysis Of Financial Time Series

ISBN: 9780471690740

2nd Edition

Authors: Ruey S. Tsay

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Question Posted: Jun 10, 2024 02:03 AM

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Consider the monthly simple returns of Intel stock from 1973 to 2003 in m-intc7303.txt. Transform the returns

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Analysis Of Financial Time Series

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