I was wondering how you find the unconditional variance of an ARMA(1,1)-GARCH(1,1) model on EViews 9.
Thanks
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- Mon Oct 17, 2016 11:18 pm
- Forum: Estimation
- Topic: Unconditional Variance of ARMA(1,1)-GARCH(1,1) model
- Replies: 0
- Views: 10385