GARCH model format is right or wrong???kindly guide me friends
Posted: Wed Feb 14, 2018 9:06 am
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 variance regression or not?
file is attached guide me model in this form is okay 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 variance regression or not?
file is attached guide me model in this form is okay or not