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GARCH Models
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GARCH Models
Posted:
Fri Jan 21, 2011 7:33 pm
by
tosodoulis
Does anyone know why might a GARCH type model be preferred to simply calculating the historic standard deviation, when estimating volatility of returns?
GARCH Models
Posted:
Sat Jan 22, 2011 9:31 am
by
startz
GARCH lets the volitility be time varying