Scscsi
http://scundip.org/tentang-statistics-center Webb25 dec. 2024 · ARCH and GARCH models are widely used in financial data to describe its volatility pattern. The models assume the positive and negative return residual gives the same or symmetric influence on its volatility. However, in reality, this assumption is frequently violated, which is called heteroscedasticity. Therefore, to deal with …
Scscsi
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