GARCH type models

Explain the conceptsof non-stationarity and cointegration, and how are they connected.

N1611Financial Econometrics –Coursework2020-21Coursework GuidelinesThe assessment for N1611 Financial Econometrics module is by this coursework, hence this coursework is worth 100% of the overall assessment of the module.The coursework consists of understanding of theoretical models, along with data manipulation, analysis and interpretation. Please note that this is NOT a group exercise. Although you may discuss the […]

Scroll to top