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- Mon Nov 04, 2013 2:25 pm
- Forum: Programming
- Topic: news impact curve for TARCH(1,1)-Modell
- Replies: 0
- Views: 2421
news impact curve for TARCH(1,1)-Modell
Hey Everybody, can somebody explain me how i have to alter the volatilityspecification to plot the news impact curve for a TARCH(1,1)-Modell?! i dont know how to implement the leverageparameter. do i have to code the dummyvariable!=?? Help would be really really appreciated ( using eviews 7) 'First ...