The SAS regression output for an AR(2)-TGARCH(1,1) model is given below for the Chinese stock market return
Question:
The SAS regression output for an AR(2)-TGARCH(1,1) model is given below for the Chinese stock market return data. Answer the questions below using this SAS output.
| |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
Statistics Unlocking the Power of Data
ISBN: 978-1118583104
1st edition
Authors: Robin H. Lock, Patti Frazer Lock, Kari Lock Morgan, Eric F. Lock, Dennis F. Lock