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- Sat Jun 26, 2010 4:09 am
- Forum: Econometric Discussions
- Topic: EGARCH vs TARCH
- Replies: 0
- Views: 3897
EGARCH vs TARCH
Hi, I am a new user of EVIEWS. I am having a couple of confusions. 1. Which one is the best criteria (AIC, SIC, Hannan-Quinn) to choose a model and why. 2. The second one is regarding the leverage effect as per the EGARCH and TARCH model. I'm getting opposite results regarding the presence of levera...