Update the time series in Section 13.3 and for each of the three series, compute a 1-step-ahead

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Update the time series in Section 13.3 and for each of the three series, compute a 1-step-ahead volatility forecast by implementing MA and EWMA.

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Forecasting for Economics and Business

ISBN: 978-0131474932

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Authors: Gloria Gonzalez Rivera

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Question Posted: Feb 25, 2016 06:20 AM

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Update the time series in Section 13.3 and for each of the three series, compute a 1-step-ahead

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In Figure 3 we plot the three time series We take log differences of the three series to obtain thei...View the full answer

Forecasting for Economics and Business

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