Question: R STUDIO PROJECTS Project 6 : Consider one financial series and model its dynamic with a GARCH type model. Dont forget steps in analysis: Specification
R STUDIO PROJECTS
Project 6 : Consider one financial series and model its dynamic with a GARCH type model.
Dont forget steps in analysis:
Specification (ARCH test,.)
Estimation of the retained GARCH type model
Diagnostic test
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