PPT-THE EXPONENTIAL GARCH MODEL
THE EXPONENTIAL GARCH MODEL To allow for asymmetric effects between positive and negative asset returns he considers the weighted innovation where θ and γ are
Download Presentation
"THE EXPONENTIAL GARCH MODEL" is the property of its rightful owner. Permission is granted to download and print materials on this website for personal, non-commercial use only, provided you retain all copyright notices. By downloading content from our website, you accept the terms of this agreement.
Presentation Transcript
Transcript not available.