Question: Simulate a (stationary) ARCH(2) process with 10,000 observations. Using this data, graph the process, calculate the empirical kurtosis, and graph the histogram and qq-plot. Verify

Simulate a (stationary) ARCH(2) process with 10,000 observations. Using this data, graph the process, calculate the empirical kurtosis, and graph the histogram and qq-plot. Verify that the simulated data exhibit a large kurtosis.

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