[R] ARCH modelling/MA process

KelseyStroud anniegao590 at gmail.com
Wed Jun 6 19:29:26 CEST 2012


To specify what I want to do, I want to forecast the volatility of the series
bases on the previous volatility. The prices are now daily returns, they are
logged and differentiated. I have also looked at generating two dates, use
calenderdate and one compdate for use in the model. In compdate, friday are
followed by a monday.


http://pmlearn.com/capm-exam-software capm exam software 


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