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- Tue Nov 12, 2013 9:21 pm
- Forum: Estimation
- Topic: IGARCH ?
- Replies: 1
- Views: 3951
IGARCH ?
HI, I am getting results like alpha + beta in Garch model estimation more than one dat is integrated Garch. My 1Q is how should I get a results that is less than 1 2Q. how should I explain results this situation where beta+alpha is greater than 1.dependent variable exchange rate return and independe...