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9:57
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Morten Nyboe Tabor
An Introduction to GARCH Models
We give an introduction to the generalized autoregressive conditional heteroskedasticity (GARCH) model. Specifically, we consider the GARCH(1,1) model. First, we present the model,. Second, we show that the innovations are conditionally normally distributed with a time-varying conditional variance. Third, we show that the GARCH(1,1) model ...
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