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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?
Consider a Simple Linear Regression Model (SLRM) of the form y= a1+a2X+e where e ~ N(0,σ 2 )(Use the assumptions outlined in our class and available for review in the lecture note
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please provide literature on vecm granger causality block exogenity wald test and also tell how to interpret results
If in some country personal consumption expenditures in a specific year are $50 billion, purchases of stocks and bonds are $30 billion, net exports are -$10 billion, government pur
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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
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