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In the GARCH(1,1) model: and Ytcft; ft ~ N(0,0%) = 0 + 1 + 10% -1 | a1+1 <1 The unconditional variance is the
In the GARCH(1,1) model: and Ytcft; ft ~ N(0,0%) = 0 + 1 + 10% -1 | a1+1
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Intermediate Accounting
Authors: David Spiceland, James Sepe, Mark Nelson, Wayne Thomas
8th edition
978-1259997525, 1259997529, 978-1259548185
