estimate ARFIMA-FIGARCH

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ecofin
Posts: 182
Joined: Fri May 10, 2013 11:24 am

estimate ARFIMA-FIGARCH

Postby ecofin » Mon Nov 09, 2015 10:11 am

hi all
EViews 9 can estimate ARFIMA model :D , it would be kind if you integrate the FIGARCH model in the menu of ARCH.
best regrads.
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