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Answered
GARCH(1,1) with dummies
I think its not possible. You need to program the code yourself.
GARCH(1,1) with dummies
I think its not possible. You need to program the code yourself.
ungefär 13 år ago | 0
Question
Maximum likeligood estimatin of GARCH(1,1) model
Hello, I have a problem in estimating GARCH(1,1) with maximum likelihood method. I hope anyone can help and give me an advice...
mer än 13 år ago | 0 answers | 0
