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- Sun Aug 03, 2014 10:44 pm
- Forum: Econometric Discussions
- Topic: Comparing GARCH Models
- Replies: 0
- Views: 1598
Comparing GARCH Models
Hi, I'm a newbie in this ARCH and GARCH models. Currently, I'm writing thesis about stop loss level using Value at Risk in EUR/USD trading. I made several volatility models using ARCH, GARCH and EGARCH but i'm not really sure in choosing the best model. Right now, I compare the models only from log ...