Estimate a GARCH(1,1) for the S&P 500 index, using data from January 1999 to December 2003.

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Derivatives Markets

ISBN: 9789332536746

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Authors: Robert McDonald

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Estimate a GARCH (1,1) for the S&P 500 index, using data from January 1999 to December 2003.
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Estimate a GARCH(1,1) for the S&P 500 index, using data from January 1999 to December 2003.

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Here is the code you can use for a common statistical package STATA Stata commands Insheet using Cga...View the full answer

Derivatives Markets

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