Search results

  1. G

    unconditional expectation for GARCH model with normal inovations

    Hi i have been asked to find unconditional expectations and then a recursive relation. I think I have started well but i am confused at how the recursive relation is made up. this is then to be used with a GARCH model i am working on. details of question: d(t) = mu + sigma(t)Z(t)...