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BlueTrin

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143 reputation
4
bio website Nonewhatsoever
location London, United Kingdom
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visits member for 11 months
seen Mar 27 at 13:48
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143 reputation
 bio website Nonewhatsoever visits member for 11 months
4 badges
 location London, United Kingdom seen Mar 27 at 13:48
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3 Questions

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5
 Why is volatility an important topic in financial econometrics?
1
 If you perform an ARMA on the volatility and add the squared returns as external variable, do you obtain a GARCH?
0
 What is the error term in a Multiplicative Error Model?

143 Reputation

+5 If you perform an ARMA on the volatility and add the squared returns as external variable, do you obtain a GARCH?
+10 Validating data set using standard deviation
+25 Why is volatility an important topic in financial econometrics?

1 Answer

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1
 Validating data set using standard deviation

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standard-deviation
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model
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quality-control
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r
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volatility-forecasting × 2
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finance
0
garch × 2
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