Uncategorized Archives – Page 86 of 1598
When the two pharmaceutical companies Upjohn and Pharmacia decided to merge in 2000, a central…
August 8, 2017AKASH PATEL 3917 Breda Court Modesto, California 95356 (209) 345-6065 E-Mail:…
August 8, 2017Consider the monthly log returns of General Motors stock from 1950 to 1999 with 600 observations: (a) build a GARCH model for the series, (b) build a stochastic volatility model for the series, and (c) compare and discuss the two volatility models.
