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Financial markets and trading -- any help is appreciated Problem 2. (5pt) The GARCH(1,1) model is useful in practice because it reproduces some of the

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Financial markets and trading -- any help is appreciated

Problem 2. (5pt) The GARCH(1,1) model is useful in practice because it reproduces some of the stylized facts of the financial markets. Enumerate several stylized facts of the volatility in the financial markets which are reproduced by this model

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