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Financial Econometrics
> Volatility Modelling - GARCH > Flashcards
Volatility Modelling - GARCH Flashcards
(10 cards)
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Financial Econometrics
flashcards
Decks in class (10)
# Cards
Linear Time Series Models
35
Linear Time Series Prediction
11
Volatility Modelling - ARCH
8
Volatility Modelling - GARCH
10
Asymmetric volatility
15
Time Series
10
Volatility Forecasting
16
Conditional distribution of returns
17
Covariance Modeling
19
DCC
7