GARCH (1, 1) with Z} = 0 + wt can be respresented as an AR (2)...

Question

Question

GARCH (1, 1) with Z} = 0 + wt can be respresented as an AR (2) model with the AR component of Z, and another AR component of

Answer 1

Answer #1

ans-> False

since Garch(1,1) model can be written as

02= w+ac_1 + Box-

Answer 2

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