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Great explanation now do GJR GARCH AND EGARCH.
Do you have a list where you can define each symbol of the equation?
MJ, Please state which exam you are covering and section.with the change in syllabus so confusing,I am wondering whether it's CM2 or CS2 (Time series)
Great explanation now do GJR GARCH AND EGARCH.
Do you have a list where you can define each symbol of the equation?
MJ, Please state which exam you are covering and section.with the change in syllabus so confusing,I am wondering whether it's CM2 or CS2 (Time series)