An Excel spreadsheet containing over 900 days of daily data on a number of different exchange rates
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An Excel spreadsheet containing over 900 days of daily data on a number of different exchange rates and stock indices can be downloaded from the author's website: http://www.rotman.utoronto.ca/~hull. Use the data and maximum-likelihood methods to estimate for the TSE and S&P indices the best-fit parameters in an EWMA model and a GARCH(1,1)
model for the variance rate.
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