Albert Agyemang-Badu

2 Questions 11 Answers 0 Followers

Questions related from Albert Agyemang-Badu

How to introduce multiplicative dummy variable into Garch model's conditional variance equation?

I am currently working on a paper to testing the impact of 'a dummy' on volatility of returns. I wish to incorporate a multiplicative dummy variable into the conditional variance equation of...

30 July 2020 8,181 6 View

Covid-19, Civil Unrest and Reaction of Economies and Markets

How would economies and various markets (stocks, commodities, derivatives, etc.) respond to these sustained shocks in the coming days? Just as the easing of restrictions in several countries due...

01 January 1970 1,628 12 View