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- Mon Dec 05, 2011 12:55 pm
- Forum: Programming
- Topic: coding Component ARCH model. Need URGENT help!
- Replies: 1
- Views: 2525
coding Component ARCH model. Need URGENT help!
Hi Guys, I am glad I found this forum, so hopefully I can get some help here. I need to replicate Adrian Rosenberg 2008 paper "Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk" for my term paper project , and I am struggling really badly with this ...