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by abdulraufhcc
Wed Feb 14, 2018 9:08 am
Forum: Econometric Discussions
Topic: GARCH model format is right or wrong???kindly guide me friends
Replies: 1
Views: 143

Re: GARCH model format is right or wrong???kindly guide me friends

Waiting for a favourable response from group members and need guidance to resolve it....
by abdulraufhcc
Wed Feb 14, 2018 9:06 am
Forum: Econometric Discussions
Topic: GARCH model format is right or wrong???kindly guide me friends
Replies: 1
Views: 143

GARCH model format is right or wrong???kindly guide me friends

if I am going to check the volatility of Pakistani stock market spillover by its own or from the other 5 developed markets or not.... either I need to put stock returns of Pakistani stock returns as dependent and AR(1) in mean equation and variance equation need to add 5 developed stock returns as v...

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