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Μάθημα : Econometrics II
Κωδικός : OIK230
OIK230 - STYLIANOS ARVANITIS
Synopsis: 11th-12th Lectures
Κυριακή, 22 Μαΐου 2016 - 12:46 μ.μ. - από τον χρήστη
We have been occupied with the issue of the ARMA(1,1) representation of the squared process in the context of appropriate GARCH(1,1) processes. You can find notes on this issue here. We have also been occupied with indicative further topics about conditional heteroskedasticity, notes of which you can find here.
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