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- Mon May 11, 2015 5:28 am
- Forum: Econometric Discussions
- Topic: Asymmetric GARCH model estimation
- Replies: 1
- Views: 2743
Asymmetric GARCH model estimation
Hi, I'm currently writing my master thesis about GARCH modeling, the problem I have is that I EGARCH model I have very insignificant aysmmetric parameter (p-value indicates 0,64). Since it is insignificant, is there any point to compare EGARCH forecasts with GARCH ? Or I should test the series for a...