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Autoregressive analysis using MATLAB

 In this economics problem set, I set out to generate a GARCH model to predict future returns taking into consideration past errors.

This project demonstrates the following technical skills:

- MATLAB

- Working with financial time-series data

 


please click here or the below link to see the full PDF version with images

https://drive.google.com/file/d/1ShPFbLuXBmpMMUeJKQcPA3T9y29H7SPP/view?usp=sharing


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