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by fvarga
Mon Jun 28, 2010 4:46 am
Forum: Estimation
Topic: GJR GARCH
Replies: 2
Views: 11430

GJR GARCH

Good evening to all, I am a new member of the forum. For my first post, I am asking help but I am willing to provide any if I am able to. I am trying to use EViews 7 for 2 models: 1- GJR GARCH with a normal distribution of the e 2- GJR GARCH with a t-distribution of the e EViews only provides a TGAR...

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