Search found 2 matches
- Wed Feb 14, 2018 9:08 am
- Forum: Econometric Discussions
- Topic: GARCH model format is right or wrong???kindly guide me friends
- Replies: 1
- Views: 2463
Re: GARCH model format is right or wrong???kindly guide me friends
Waiting for a favourable response from group members and need guidance to resolve it....
- Wed Feb 14, 2018 9:06 am
- Forum: Econometric Discussions
- Topic: GARCH model format is right or wrong???kindly guide me friends
- Replies: 1
- Views: 2463
GARCH model format is right or wrong???kindly guide me friends
if I am going to check the volatility of Pakistani stock market spillover by its own or from the other 5 developed markets or not.... either I need to put stock returns of Pakistani stock returns as dependent and AR(1) in mean equation and variance equation need to add 5 developed stock returns as v...
