Hello,
I would like to know if I can estimate a NIG- GARCH model (Normal Inverse Gaussian Distribution)?
Or Swtching- GARCH or TGARCH or GARCH in mean?
I am more interesed in a NIG- GARCH model.
Thank you!
Search found 1 match
- Sat Mar 09, 2013 6:35 am
- Forum: Estimation
- Topic: NIG- GARCH
- Replies: 0
- Views: 1348