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Robert


Ross School of Business University of Michigan

Last seen: 4 years 前 |  自 2014 起处于活动状态

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What is the timing of inferred garch volatility?
When I infer volatility from a GARCH model, such as v=infer(model,x) where x is indexed over time (1:T), is the output vol...

10 years 前 | 1 个回答 | 0

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