Prove that in the NGARCH-model holds. hoo 1-a(1+y)-B

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Prove that in the NGARCH-model

holds.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Dec 12, 2018 12:06 PM

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Prove that in the NGARCH-model holds. hoo 1-a(1+y)-B

Question:

hoo 1-a(1+y²)-B

Step by Step Answer:

First rewrite the NGARCH equation slightly Second recognize that h ist the uncond...View the full answer

A First Course in Quantitative Finance

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