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by wer08
Sun Feb 28, 2016 12:49 pm
Forum: Estimation
Topic: GARCH with asymmetric distribution
Replies: 0
Views: 1837

GARCH with asymmetric distribution

Hi all, In the context of a seminar paper I am looking into potential influences on the skewness of foreign exchange returns. A professor suggested I initially ran a GARCH-model in EViews in order to have a basic look before doing structural analysis. However, the normal distribution does not allow ...

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