What are the difficulties GARCH contained
What are the difficulties GARCH contained?
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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).
Mr. Ross Perot, a former Presidential candidate of the Reform Party, that is a third political party in the United States, had objected strongly to the creation of the North American Trade Agreement (NAFTA), that nonetheless was inaugurated in the year of 1994
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