Samenvatting
Summary - GARCH, JP Morgen Risk Metrics, GJR GARCH, E-GARCH Models
- Instelling
- Vrije Universiteit Amsterdam (VU)
Here is a summary of the above models. The explanation is taken from the class. This summary contains everything what we talked about in terms of interpretation, estimation, and diagnostic checks. This summary helps you go through material without watching again the lengthy web-lectures. I practica...
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