Stata Code for Liquidity Adjusted (LCAPM) with Application of MGARCH Gallery Stata Code for Liquidity Adjusted (LCAPM) with Application of MGARCH Asset Pricing Models, Conditional Beta, GARCH, Stock Liquidity Stata Code for Liquidity Adjusted (LCAPM) with Application of MGARCHAttaullah Shah2020-10-27T07:50:09+05:00
P31 – HAR RV (Realized) volatility and GARCH(1,1) comparison models | Stata Gallery P31 – HAR RV (Realized) volatility and GARCH(1,1) comparison models | Stata GARCH, HAR RV, Model Comparison, Realized Volatility, Risk, Stock Returns P31 – HAR RV (Realized) volatility and GARCH(1,1) comparison models | StataAttaullah Shah2020-09-10T22:57:12+05:00
