garch
Posted: Fri Sep 04, 2009 6:55 am
daer members
suppose we estimated garch(1,1) and got gamma=0.00014 alph=0.80 and beta=0.17.and again suppose one investor ask us what is the usefulness of this estimated model for me in the reakl world.how can i use it to manage my portfolio.if you know plz reply.
regards
hg
suppose we estimated garch(1,1) and got gamma=0.00014 alph=0.80 and beta=0.17.and again suppose one investor ask us what is the usefulness of this estimated model for me in the reakl world.how can i use it to manage my portfolio.if you know plz reply.
regards
hg