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Learn about the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, its predictive power in finance, and how it outperforms traditional models in forecasting market volatility.
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Dive into the nuances of Multiple Linear Regression (MLR) to understand how multiple explanatory variables can predict a dependent variable. Harness the power of MLR for financial and econometric inference.
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Homoskedasticity is crucial for the consistency and accuracy of regression models. Learn what it means, why it matters, and see a practical example.
