Recent content by anique

Hi David, thank u again. i will go through this again n again in order to have a clear understanding. lets c how much i can understand. i will get back to u again in a day or two. thank u so much David

hello David, thank u once again for d response n giving a nice detailed explaination. i jus wanted to ask that the information u have provided above, is it related to the file which i attached for ur convenience? about the equation? i will go through this information n c if i m able to grasp...

sorry for bothering u again Mr David, but i m really tensed about the material which is in the file which is attached. just explain me this material and i would be really really thankful to u for this help. submission and presentation is just 2 weeks away :(

i m attaching a file for ur convenience. all i want u to do is dat kindly explain me what it means. i have to put this material in my thesis as well as presentation i wud b waiting for ur response again. plz help me out. in need of desperate help regarding the file i have attached

Hello David, Thank u so much for d response and thank u for those references. I m still confused about some things regarding GARCH (1, 1). There are two distributed lags used to explain variance under GARCH models, one on lag squared returns to capture high frequency effects and second on...

Dear David, I just want to start off with a thank you for being active on this site. i read your articles and have found them to be quite interesting. anyway to my point. im currently regestered as a CFA level 1 candidate and am also about to complete my MBA. my question today is in refference...