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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.
13年以上 前 | 0
質問
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...
13年以上 前 | 0 件の回答 | 0
