Estimate parameters for EWMA and (operatorname{GARCH}(1,1)) from data on the euro/USD exchange rate on the author's website:

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Estimate parameters for EWMA and $\operatorname{GARCH}(1,1)$ from data on the euro/USD exchange rate on the author's website:

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Options Futures And Other Derivatives

ISBN: 9780136939979

11th Edition

Authors: John C. Hull

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Question Posted: Mar 27, 2024 02:00 AM

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Estimate parameters for EWMA and (operatorname{GARCH}(1,1)) from data on the euro/USD exchange rate on the author's website:

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Options Futures And Other Derivatives

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