Search found 2 matches
- Mon Mar 24, 2014 10:21 pm
- Forum: Econometric Discussions
- Topic: fiegarch
- Replies: 4
- Views: 6625
Re: fiegarch
How can I run FIEGARCH on Eviews 8? or it is not availlable?
- Thu Mar 20, 2014 2:32 am
- Forum: Econometric Discussions
- Topic: fiegarch
- Replies: 4
- Views: 6625
Re: fiegarch
How can I run FIEGARCH on Eviews 8? or it is not availlable?dear members
if using eviews we capture the leverage effects in asset series, is it necessary to model FIGARCH for modelling long memory or FIEGARCH is enough?
regards
hojat