Question
1) Write down the mean and variance equations for ARMA(0,0)-ARCH(1). 2)Write down the mean and variance equations for ARMA(1,1)-ARCH(1). 3) Write down the mean and
1) Write down the mean and variance equations for ARMA(0,0)-ARCH(1).
2)Write down the mean and variance equations for ARMA(1,1)-ARCH(1).
3) Write down the mean and variance equations for ARMA(2,0)-ARCH(1).
4) Write down the mean and variance equations for ARMA(2,0)-GARCH(1,1).
5) Write down the mean and variance equations for ARMA(2,0)-GARCH(2,1).
6) Write down the mean and variance equations for ARMA(1,2)-GARCH(2,1).
7) Write down the mean and variance equations for ARMA(1,2)-EGARCH(2,1).
8) Write down the mean and variance equations for ARMA(1,2)-gjrGARCH(2,1).
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Auditing a risk based approach to conducting a quality audit
Authors: Karla Johnstone, Audrey Gramling, Larry Rittenberg
9th edition
9781133939160, 1133939155, 1133939163, 978-1133939153
