{ "key_pair_value_system": true, "answer_rating_count": "", "question_feedback_html": { "html_star": "", "html_star_feedback": "" }, "answer_average_rating_value": "", "answer_date_js": "2024-06-21T08:00:19-04:00", "answer_date": "2024-06-21 08:00:19", "is_docs_available": "", "is_excel_available": "", "is_pdf_available": "", "count_file_available": 0, "main_page": "student_question_view", "question_id": "3415412", "url": "\/study-help\/questions\/calculate-the-conditional-correlation-estimate-between-x-and-y-for-3415412", "question_creation_date_js": "2024-06-21T08:00:19-04:00", "question_creation_date": "Jun 21, 2024 08:00 AM", "meta_title": "[Solved] Calculate the conditional correlation est | SolutionInn", "meta_description": "Answer of - Calculate the conditional correlation estimate between X and Y for tomorrow given that volatility estimates for tomorr | SolutionInn", "meta_keywords": "conditional,correlation,estimate,x,y,tomorrow,volatility,estimates,0.013,0.015,yesterday,s", "question_title_h1": "Calculate the conditional correlation estimate between X and Y for tomorrow given that volatility estimates for tomorrow for X and Y are 0.013 and 0.015,", "question_title": "Calculate the conditional correlation estimate between X and Y for tomorrow given", "question_title_for_js_snippet": "Calculate the conditional correlation estimate between X and Y for tomorrow given that volatility estimates for tomorrow for X and Y are 0 013 and 0 015, respectively Also given that the yesterday's covariance estimate for today was 0 00005 and the returns at closing of today were 0 019 and 0 025 for X and Y, respectively All updates are made using a GARCH(1,1) model with a 0 04 b 0 94 and for the correlation w 0 000001 ", "question_description": "

Calculate the conditional correlation estimate between X and Y for tomorrow given that volatility estimates for tomorrow for X and Y are 0.013 and 0.015, respectively. Also given that the yesterday's covariance estimate for today was 0.00005 and the returns at closing of today were 0.019 and 0.025 for X and Y, respectively. All updates are made using a GARCH(1,1) model with a= 0.04; b=0.94 and for the correlation w =0.000001.<\/p>", "transcribed_text": "", "related_book": { "title": "Microeconomics", "isbn": "978-1429283427, 1429283424, 978-1464104213, 1464104212, 978-1429283434", "edition": "3rd edition", "authors": "Paul Krugman, Robin Wells", "cover_image": "https:\/\/dsd5zvtm8ll6.cloudfront.net\/si.question.images\/book_images\/721.jpg", "uri": "\/textbooks\/microeconomics-3rd-edition-721", "see_more_uri": "" }, "free_related_book": { "isbn": "8131501590", "uri": "\/textbooks\/strategic-human-resources-management-1st-edition-9788131501597-221273", "name": "Strategic Human Resources Management", "edition": "1st Edition" }, "question_posted": "2024-06-21 08:00:19", "see_more_questions_link": "\/study-help\/questions\/sciences-chemistry-2023-March-09", "step_by_step_answer": "The Answer is in the image, click to view ...", "students_also_viewed": [ { "url": "\/jim-is-the-payroll-clerk-for-a-company-based-in", "description": "Jim is the payroll clerk for a company based in a state where same-sex marriage is legal. 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