Question
find the volatility forecasts one day and one year ahead for the following assets using the GJR-GARCH model: -S&P500 - Budapest Stock Exchange Index -
find the volatility forecasts one day and one year ahead for the following assets using the GJR-GARCH model:
-S&P500
- Budapest Stock Exchange Index
- Barclays Aggregate Government Bond Index
-Coca Cola
- MBIA
- Euro Exchange rate
- Cohen and Steers Realty Majors Index
describe Why these numbers are consistent with the information based description of asset volatility for each of the assets
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Health Care Finance Basic Tools For Nonfinancial Managers
Authors: Judith J. Baker, R.W. Baker
4th Edition
1284029867, 978-1284029864
