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Problem:
(a) Write down the equation for symmetric GARCH and clearly explain its components.
(b) Explain the term ‘volatility clustering'.
(c) How would you model leverage effects in equation you mentioned in (a) and why do they manifest?
(d) How would you decide whether a time series data set requires GARCH modelling?
the following are the weekly amounts of welfare payments made by the federal government to a sample of six families: $139, $136,$130,$136,$147and$136.what is the range
prove that summation k =0 and summation kxi=1
Gretl help?
A chance sample of visitors to a National Park was interviewed regarding their impressions of the Park. Of 200 interviewees, 120 said that they would probably make a return visit
how to regress
Define Dummy Variable and write its importance in Regression model.
Problem 1: a. Explain the meaning of regression and its usefulness. b. Distinguish between GARCH (1, 1) and asymmetric GARCH. c. Clearly explain the two tests used for
Greenstone Coffee is experiencing financial pressures due to increased competition for its numerous urban coffee shops. Total sales revenue has dropped by 15% and the company wishe
David has £5000 that he wishes to save for six years. Bank A offers him an interest rate of 4% per annum compounded monthly. Bank B offers him an interest ra
demand for tea, Y, are assumed to be affected by income of students, X. A simple linear regres-sion analysis was performed on 20 observations and the results were: Independent vari
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