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1. Using the attached data on the VIX and SPY. a) Plot the VIX and annualized GJR-GARCH volatilities to see whether there is a bias.
1. Using the attached data on the VIX and SPY. a) Plot the VIX and annualized GJR-GARCH volatilities to see whether there is a bias. What are two explanations for this bias? b) Plot the histogram of t...
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Financial Accounting
Authors: Jerry J. Weygandt, Paul D. Kimmel, Donald E. Kieso
9th Edition
1118334329, 978-1118334324
