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by somi
Thu Jun 12, 2014 7:29 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 89739

Dynamic conditional correlation multivariate GARCH

Hi all
what does "h" means in equation eq_y1.arch(1,1,m=1000,h) y2 c?
how can I use restriction of IGARCH in model?
tnx alot

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