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Questions - fgarch

What GARCH model do I use for relative spread series?

I have tried multiple GARCH model variations to remove financial time series characteristics from my dataset. I mainly tried ARMA(1,1),sGARCH models with normal distribution. My standardized residuals...
test-img

ameliedc

time-series

finance

spread

fgarch

Votes: 0

Answers: 0

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