Correlations and volatilities are updated using a GARCH(1,1) model. The estimates of the model's parameters are a

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Correlations and volatilities are updated using a GARCH(1,1) model. The estimates of the model's parameters are a = 0.04 and /} =

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:03 AM

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Correlations and volatilities are updated using a GARCH(1,1) model. The estimates of the model's parameters are a = 0.04 and /} =
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Correlations and volatilities are updated using a GARCH(1,1) model. The estimates of the model's parameters are a

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