Derive multistep ahead forecasts for a GARCH(1, 2) model at the forecast origin h.
Fantastic news! We've Found the answer you've been seeking!
Question:
Derive multistep ahead forecasts for a GARCH(1, 2) model at the forecast origin h.
Related Book For
Operations and Supply Chain Management
ISBN: 978-0078024023
14th edition
Authors: F. Robert Jacobs, Richard Chase
Posted Date: