What are the difficulties GARCH contained
What are the difficulties GARCH contained?
Expert
These difficulties can be related with:
• having inadequate data• The (log) likelihood function being extremely ‘flat’ regarding the parameters, so thence t the maximum is insensitive to the parameter values• Calculating the wrong model, including having more many parameters (the best model may be simpler than you imagine).
Illustrates an example of Co-integration?
Mr. James K. Silber, an avid international investor, only sold a share of Rhone-Poulenc, a French firm, for FF50. The share was bought for FF42 year ago. Now the exchange rate is FF5.80 per U.S. dollar and was FF6.65 per dollar a year ago. Mr. Silber attained
Describe official reserve assets & its major components.Official reserve assets are those financial assets which can be utilized as international means of payments. At present, official reserve assets comprise: (I) gold, (ii) foreign exchang
Explain statistical modelling way of determine the model.
Find out expected return at last asset when return on the index and slandered devotion is given?
How could MBAs cope?
What is Extreme Value Theory?
Explain drawbacks of Brownian motion.
Explain the factors that responsible for the recent surge in international portfolio investment (IPI)?
Illustrates an example of Monte Carlo Simulation?
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