Question: Derive multistep-ahead forecasts for a Garch(1,2) model at the forecast origin h This is the only info given to avoid that question. (Tsay - Analysis
Derive multistep-ahead forecasts for a Garch(1,2) model at the forecast originh
This is the only info given to avoid that question.
(Tsay - Analysis of Financial Time Series. Exercise 3.1)
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