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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?
Probelm: (a) Differentiate between homoscedasticity and heteroscedasticity. (b) Outline the reasons why the variances of disturbance term may vary. (c) Given the 3 observ
Problem: (a) Differentiate between linear and log-linear model. (b) Distinguish between type I and type II errors. (c) (i) A bulb manufacturer claims that its bulbs last
Y1=Y21Y2+Bx+U1 Y2=Y21Y1+U2 First equation is demand and second is supply equation,can first equation be identifiable outline the method
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
what are factors contributing to the long run trend interms of trade of developing countries?
Factor that affect the volume of production
Consider a linear model to explain pricing of houses: Price = ß0 + ß1lotsize + ß2sqrft + ß3bdrms + u (1) E(u| lotsize, sqrft, bdrms)=0 Var (u| lotsize, sqrft, bdrms)=s2 lotsize4
how to remedial of multicollinearity??
Problem 1. Consider the demand function Q(p 1 , p 2 , y) = p 1 -2 p 2 y 3 , where Q is the demand for good 1, p 1 is the price of good 1, p 2 is the price of good 2 and y is t
Consider the following equations designed to estimate a school's test scores (Test) and the school's dropout rate (Drop). Test i = B 0 + B 1 *Parent Ed i + B 2 *school quali
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