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Write down BEKK GARCH models explicitly for the following combinations of N and q in (16.3.7): Write

/in /by

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(a) What stylised features of financial data cannot be explained using linear time series models? (b) Which of these features could be modeled using a GARCH(1,1) process? (c) Why, in recent empirical research, have researchers preferred GARCH(1,1)…

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