GARCH

Stata Code for Liquidity Adjusted (LCAPM) with Application of MGARCH

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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 Shah2023-07-25T15:04:47+05:00

P31 – HAR RV (Realized) volatility and GARCH(1,1) comparison models | Stata

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 Shah2023-06-25T14:29:06+05:00