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10.11 Assume that an index at close of trading yesterday was 1,040 and the daily volatility of the index was estimated as 1% per day
10.11 Assume that an index at close of trading yesterday was 1,040 and the daily volatility of the index was estimated as 1% per day at that time. The parame- ters in a GARCH(1,1) model are @ = 0.000...
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Principles of Accounting
Authors: Belverd E. Needles, Marian Powers and Susan V. Crosson
12th edition
978-1133603054, 113362698X, 9781285607047, 113360305X, 978-1133626985
