Search found 2 matches
- Fri Jan 21, 2011 7:33 pm
- Forum: Econometric Discussions
- Topic: GARCH Models
- Replies: 1
- Views: 2659
GARCH Models
Does anyone know why might a GARCH type model be preferred to simply calculating the historic standard deviation, when estimating volatility of returns?
- Fri Jan 21, 2011 7:27 pm
- Forum: Econometric Discussions
- Topic: Graphs
- Replies: 1
- Views: 2512
Graphs
How do we plot on the same graph Ft-1 and St, where ft and st are the natural logarithms of Ft(future price) and St(spot price) and the estimable linear regression is St = β₀ + β₁ft-1 + ut.
t and t-1 are indicators but i didn't know how to write it here.
t and t-1 are indicators but i didn't know how to write it here.