-How did you go with this?
-For instructions on how to estimate GJR GARCH using EViews.
See: Brooks - Introductory Econometrics for Finance 2e
From page 406 onwards the section is: "GJR in EViews".
regards,
Ian Gregory, Sydney.
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- Sat Jul 24, 2010 12:20 am
- Forum: Estimation
- Topic: GJR GARCH
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