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a) How do we select the order p of an ARCH model? b) Describe how we can apply GARCH models to estimate the covariance between

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a) How do we select the order p of an ARCH model? b) Describe how we can apply GARCH models to estimate the covariance between two series that varies in the time. c) Comment in a general way, why we are interested in estimating an ARCH or GARCH model, if these effects are in a series

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