Log Periodic AR(1) Garch (1,1) Model

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zorro25
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Joined: Mon Jul 14, 2014 5:41 pm

Log Periodic AR(1) Garch (1,1) Model

Postby zorro25 » Mon Jul 14, 2014 5:54 pm

Hi,
I need to estimate the parameters for Log Periodic AR(!) GARCH(1,1) model as the formula in pdf file below.

http://arxiv.org/ftp/arxiv/papers/0801/0801.4341.pdf

Anybody have an idea how to do it in Eviews?

Thank you!
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