and in this problem
- 1.jpg (24.31 KiB) Viewed 70708 times
It is worth noting that to corroborate the weak form efficiency hypothesis, the estimated value of
βi,t(1) should be either equal to ‘zero’ or statistically insignificant.
Plz help me
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- Mon Oct 03, 2016 5:25 am
- Forum: Estimation
- Topic: Estimating state space model for GARCH(1,1)
- Replies: 18
- Views: 119828
Re: Estimating state space model for GARCH(1,1)
excuse me
and in this problem How can we underestand measure of coefficients beta0, beta1?????
It is worth noting that to corroborate the weak form efficiency hypothesis, the estimated value of
βi,t(1) should be either equal to ‘zero’ or statistically insignificant.
Plz help me
and in this problem How can we underestand measure of coefficients beta0, beta1?????
It is worth noting that to corroborate the weak form efficiency hypothesis, the estimated value of
βi,t(1) should be either equal to ‘zero’ or statistically insignificant.
Plz help me