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  2. Your boss suggests using ARCH(1) process to model the returns volatility. You disagree and wish to convince your boss that a GARC(1,1) process is better. Estimate both models and try to convince your boss about the preferability of the model you are proposing.

Your boss suggests using ARCH(1) process to model the returns volatility. You disagree and wish to convince your boss that a GARC(1,1) process is better. Estimate both models and try to convince your boss about the preferability of the model you are proposing.

Posted by:Brian Posted on:Jul 31,2020
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The assignment must be word-processed. The whole assignment must be no more than 1250 words in length including any, GRAPHICS BUT NOT
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