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- Mon Apr 14, 2014 11:15 am
- Forum: Estimation
- Topic: NAGARCH
- Replies: 0
- Views: 1719
NAGARCH
hi, i need a help. EViews can run NAGARCH analysis ? the equation can obtain from the link below . tq http://scholar.google.com.my/scholar?hl=en&q=Engle%2C+R.F.%2C+1990.+Stock+volatility+and+the+crash+of+%2787%3A+Discussion.+Rev.+Financ.%2C+3%3A103-106.+http%3A%2F%2Frfs.oxfordjournals.org%2Fcgi%...