GARCH models

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wardbertnzl
Posts: 2
Joined: Wed Jun 02, 2010 7:39 pm

GARCH models

Postby wardbertnzl » Fri Nov 05, 2010 2:08 pm

If anyone has written code (EViews 7.1) to estimate Fractionally Integrated GARCH (FIGARCH) and/or Hyperbolic GARCH (HYGARCH) models, and would be willing
to share the code, I'd be most grateful. Thanks in advance.
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