egarch

For econometric discussions not necessarily related to EViews.

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homan110
Posts: 1
Joined: Thu Nov 08, 2012 8:32 pm

egarch

Postby homan110 » Sat Nov 10, 2012 4:37 pm

hi
i have a question
i know that in garch model sum of coefficient should be <1 and possitive
. but in egarch models what is condition for coefficient ?
thanks

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