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- Wed Jan 02, 2013 5:02 am
- Forum: Programming
- Topic: TGARCH - PARCH equation estimation
- Replies: 1
- Views: 2010
TGARCH - PARCH equation estimation
Hello mates... I am in need of your help I am trying to estimate VaR for some stocks for an assignment and i do not Know how am i programming the models. For example, the garch(1,1) with gaussian distribution is like this: "equation eq.arch(1,1,m=200,h, c=0.001)" what is the equivalent for...