Question: Prove that in the NGARCH-model holds. hoo 1-a(1+y)-B

Prove that in the NGARCH-model

hoo 1-a(1+y²)-B

holds.

hoo 1-a(1+y)-B

Step by Step Solution

★★★★★

3.42 Rating (168 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

First rewrite the NGARCH equation slightly Second recognize that h ist the uncond... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Marketing Strategy Planning Questions!

Q:

Prove that in the model y 1 = X 1 1 + 1 , y 2 = X 2 2 + 2 , generalized least squares is equivalent to equation-by-equation ordinary least squares if X 1 = X 2 . Does your result hold if it is...

Q:

Prove that if X1,X2, . . . are independent and identically distributed random variables having finite expectations, and if N is a stopping time for X1,X2, . . . such that E(N) -E(N)E(X) (24.58)

Q:

Prove that for any securities X and Y: E(X2)= (E(X))2+VAR( ) If rr,-1, then (X + Y) Ox + . If rxy--I, then (X + Y)-Ox-@y

Q:

Applied Mathematics and Computation 95 (1998) 181192 Love dynamics: The case of linear couples Sergio Rinaldi 1 Centro Teoria dei Sistemi, CNR, Politecnico di Milano, Via Ponzio 34/5, 20133 Milan,...

Q:

Show work/explanation where indicated. Answers without any work may earn little, if any, credit. You may type or write your work in your copy of the exam, or if you prefer, create a document...

Q:

Hello expert tutors.. Question 1 (20 points) Consider the Mortensen-Pissarides model in continuous time. Labor force is nor- malized to 1. Unemployed workers, with measure u - 1, and firms with one...

Q:

Help in solving the following questions Consider an economy where production uses labor (N), physical capital K and human capital H. Total output is given by Y = =K"/ N1-@-8. In this economy a...

Q:

4.1 Questions 10, 17, 21, 22 No plagrism and please write on paper thanks a lot d. Show that Axiom 5 holds by producing a vector -u such that u + (-u) = 0 for u = (u,, uz) e. Find two vector space...

Q:

1. A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, then one-half of the value that appears on the die. Determine her...

Q:

Describe how to construct the function cpo ((D E), v) of two cpos (D, vD) and (E, vE). Prove that ((D E), v) is a cpo. (You may use facts about least upper bounds provided you state them clearly.)...

Q:

What is the future value of $400 deposited for one year earning an interest rate of 9 percent per year?

Q:

A house is maintained at a temperature of 20oC by a heat pump pumping heat from the atmosphere. Heat transfer rate through the wall and roof is estimated at 0.6 kW per unit temperature difference...

Q:

Help me solve the last ddb table with excel formulas i need to be exact so pls help me type it as an EXCEL FORMULA in yellow box in ddb properly thanks

Q:

What is meant by the term situation? Why is it important for a marketing manager to understand situational influences on purchasing behavior?

Q:

The marketing manager for Audiotronics Software Company is seeking new market opportunities. He is focusing on the voice recognition market and has narrowed down to three segments: the Fearful...

Q:

Explain what is meant by a hierarchy of needs and provide examples of one or more products that enable you to satisfy each of the four levels of need.

Q:

Submag, Inc., uses direct-mail promotion to sell magazine subscriptions. Magazine publishers pay Submag $3.12 for each new subscription. Submags costs include the expenses of printing, addressing,...

Q:

Photographic laboratories recover and recycle the silver used in photographic film. Stikine River Photo is considering purchase of improved equipment for their laboratory at Telegraph Creek. Here is...

Q:

Your company has been approached to bid on a contract to sell 5,100 voice recognition (VR) computer keyboards a year for four years. Due to technological improvements, beyond that time they will be...

Q:

Please help 1. Consider a system comprised of 3 identical components, each component has a reliability R. These components can be organized into the following congurations: Series System. Parallel...