Download as:
Rating : ⭐⭐⭐⭐⭐
Price: $10.99
Language:EN
Pages: 1
Words: 219

The yield month treasury bills the choice your sample time span

  1. Test for the presence of unit roots in the data. Explain carefully the testing procedure used.

(10 marks)

  1. Re-estimate your model using an asymmetric specification (EGARCH-in-mean). Critically compare the properties of the symmetric and asymmetric GARCH models in the context of their usefulness in finance.

(30 marks)

Copyright © 2009-2023 UrgentHomework.com, All right reserved.