Hello,
Could anyone show me the steps in Eviews 8 to acurately choose between a GARCH or EGARCH model?
Thank you very much.
Search found 1 match
- Sun Sep 18, 2016 4:13 am
- Forum: Econometric Discussions
- Topic: How to choose between GARCH and EGARCH?
- Replies: 0
- Views: 10038