4. Estimate the component GARCH model defined by 2t C1 D vtC1 C R2t ????vt...
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4. Estimate the component GARCH model defined by
2t C1 D vtC1 C
R2t
????vt
C
2t
????vt
vtC1 D 2 Cv
R2t
????2t
Cv
vt ????2
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