b) What are the three models proposed as extensions of the GARCH model? Describe their advantages over the GARCH.
b) What are the three models proposed as extensions of the GARCH model? Describe their advantages over the GARCH.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
Problem 39EQ
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b) What are the three models proposed as extensions of the GARCH model? Describe their advantages over the GARCH.
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