Hi,

Over the summer I did a 6-week research internship at St Andrews where I studied ARMA-GARCH models for financial time series.

As part of the internship, I had to create a simple poster outlining how ARMA-GARCH models are fit and why they are more suitable for financial returns than pure ARMA models, and I thought I'd share it here for those who are interested.

https://s3.us-east-2.amazonaws.com/jackdry/poster2.pdf

Let me know what you think!