Discuss in the GARCH(1,1) model h_t= alpha_0+ alpha_1*r_t-1^2+beta*h_t-1, how to determine the speed that conditional...
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Accounting
Discuss in the GARCH model ht alpha alphartbetaht how to determine the speed that conditional volatility reverts to its longrun value? Consider the following models, which one will take the longerst time to revert to its mean?
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