Documents Arch and Garch

ARCH and GARCH Estimation Dr. Chen, Jo-Hui The types of serial correlation discussed so far refer only to the error term ut. In AR(p) we postulated that ut depends linearly…

Documents ARCH and GARCH

ARCH and GARCH Estimation Dr. Chen, Jo-Hui The types of serial correlation discussed so far refer only to the error term ut. In AR(p) we postulated that ut depends linearly…