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For example Bera and Higgins 1993 p315 remarked that a major contribution of the ARCH literature is the 64257nding that apparent changes in the volatility of economic time series may be predictable and result from a speci64257c type of nonlinear dep ID: 36300 Download Pdf
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Presentation on theme: "University of Illinois Department of Economics Econ Fall Optional TA Handout TA Roberto Perrelli Introduction to ARCH GARCH models Recent developments in nancial econometrics suggest the use of no"— Presentation transcript