Question
Use the command: getsymbols ^gspc, fy(2019) fm(10) yahoo to pull daily adjusted closing prices of the S&P 500 index since 1 st October 2019. Model
Use the command: getsymbols ^gspc, fy(2019) fm(10) yahoo to pull daily adjusted closing prices of the S&P 500 index since 1st October 2019. Model the volatility of this indexs returns using a GARCH (1,1) model and interpret the results (6 marks)
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The Ultra High Net Worth Bankers Handbook
Authors: Heinrich Weber, Stephan Meier
1st Edition
1905641753, 978-1905641758
