How to run GARCH in Mean model with dummy variable in conditional variance equation?

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NS 2019 年 5 月 9 日

コメント済み: NS 2019 年 5 月 10 日

I need to run GARCH in Mean model to test the impact of a dummy variable on the conditional volatility . How to run it?

NS 2019 年 5 月 9 日

Any help on this ? I don't have Econometrics tool box App.

NS 2019 年 5 月 10 日

Can someone help?

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R2016a

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