Compare and contrast the methods of ordinary least square (OLS) and maximum likelihood estimation (MLE) in volatility pr

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Compare and contrast the methods of ordinary least square (OLS) and maximum likelihood estimation (MLE) in volatility pr

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Compare and contrast the methods of ordinary least square (OLS)
and maximum likelihood estimation (MLE) in volatility prediction
models. Discuss the reasons why OLS is not suitable for the
estimation of Generalized Autoregressive Conditional
Heteroskedasticity (GARCH) models.
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