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Discuss the riskmetrics and garch

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Reference no: EM132602375

Discuss how both the RiskMetrics and GARCH(1,1) models can be used to forecast future returns and volatility

What are the strengths and weaknesses of both the RiskMetrics and GARCH(1,1) models

Discuss how both the RiskMetrics and GARCH(1,1) models can be used to forecast future returns and volatility.

Reference no: EM132602375

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