Log Periodic AR(1) Garch (1,1) Model
Posted: 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!
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!