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Introduction to Econometrics 3rd Edition by James Stock, James Stock
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, James Stock
Edition 3ISBN: 978-9352863501 Exercise 5
Consider the ARCH model, 
. Explain why this will lead to volatility clustering.
. Explain why this will lead to volatility clustering.Explanation
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Volatility clustering is the effect that...
Introduction to Econometrics 3rd Edition by James Stock, James Stock
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