Gjr garch Samenvattingen, Aantekeningen en Examens

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Summary - GARCH, JP Morgen Risk Metrics, GJR GARCH, E-GARCH Models Summary - GARCH, JP Morgen Risk Metrics, GJR GARCH, E-GARCH Models
  • Summary - GARCH, JP Morgen Risk Metrics, GJR GARCH, E-GARCH Models

  • Samenvatting • 15 pagina's • 2017
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  • Here is a summary of the above models. The explanation is taken from the class. This summary contains everything what we talked about in terms of interpretation, estimation, and diagnostic checks. This summary helps you go through material without watching again the lengthy web-lectures. I practically wrote down everything what he said. It helps also if you did not watch the weblecture, because you can find here everything what he talked about.
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