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analysis of financial time series. 9. (15.07 ) (1) Please write down these models: ARCH(1), GARCH(1, 1), TGARCH(1,1), GARCH-M(1, 1) model. (Hint: you should write

analysis of financial time series. 9. (15.07 ) (1) Please write down these models: ARCH(1), GARCH(1, 1), TGARCH(1,1), GARCH-M(1, 1) model. (Hint: you should write the mean equations in ARMA(1, 1) form...

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