Search found 1 match
- 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...