6029统计中等derivationmedium
News-Impact Update from a Signed Return
题目
A GARCH(1,1) has , , . Today's conditional variance is and today's return is . Compute tomorrow's conditional variance as a decimal.
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案
题目
A GARCH(1,1) has , , . Today's conditional variance is and today's return is . Compute tomorrow's conditional variance as a decimal.
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案