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This is a very broad question and a large number of issues have been discussed in the literature. As such, it's hard to give specific advice except that it is better to model returns instead of prices directly. What I would do if I were you: Read some of the available literature to get a good overview. This is an interesting paper but many more exist. ...


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You can try: daily.fit=ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1, 1)), mean.model = list(armaOrder = c(35, 7), include.mean = T, arfima=F), fixed.pars=list(ar9=0,ar10=0,...,ar13=0,ar15=0,...,ar20=0,ar22=0,...,ar27=0,ar29=0,...,ar34=0,ma1=0,...,ma6=0)) from rugarch package.


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You find R code for seasonal ARIMA models again in the book mentioned (this chapter). Do you really need the GARCH errors?


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I've been heavily in the decision process of rejecting interview candidates at my firm. We have certainly come across PhD candidates who failed sheerly based on the poor quality of their presentation. The application process is an art. It's a crapshoot. Even to your recruiters. Sometimes we already have a hypothesis against the candidate's favor by the time ...


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You sound like a good candidate for many roles in finance who probably has experience with some reasonable approaches to presentation. If your intuition is that you made some sub-optimal choices in the case of this assignment then you probably did, so try to get more specific about that and identify precisely where you believe you went wrong. On the other ...



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