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
Search found 1 match
- Thu Jun 12, 2014 7:29 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 192512