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Name two empirical facts about financial returns that are well captured by a model GARCH (1,1) Gaussian and two others who are not. modle GARCH(1,1):
Name two empirical facts about financial returns that are well captured by a model GARCH (1,1) Gaussian and two others who are not.
modle GARCH(1,1): r = 04t, 0 = 00 + air?-1 + Box-1, Etiid (0,1)Step by Step Solution
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Sustainable Finance And Banking
Authors: Marcel Jeucken
1st Edition
1853837660, 978-1853837661
