You are required to write an essay which answers the following questions:
1. Write an essay on ARCH and GARCH Models and their use in Financestudies. Please support your answer with formulae and graphs. Use atleast two countries stock market indexes to obtain results. Provide thecontent of your do file in the appendix at the end of the assignment. (50%)
2. Use the data set from assignment2015.dta file and estimate the followingmodel for each dependent variable by utilising your knowledge on paneldata models. Summarise your estimation and provide analytical andcritical discussion on the results. Emphasise the cons and pros of eachmodel. Please support your answer with formulae and graphs. You havethree dependent variables (Y1, Y2, Y3) and 6 independent variables(X1,…,X6). Provide the content of your do file in the appendix at the endof the assignment. (50%)
如果需要数据,我可以随时去找data stream.
如果只讲解详细做法,也是可以的。跪求了。
具体价格请高手回复我加qq联系。
详细作业要求请看附件。