daer members
suppose we estimated garch(1,1) and got gamma=0.00014 alph=0.80 and beta=0.17.and again suppose one investor ask us what is the usefulness of this estimated model for me in the reakl world.how can i use it to manage my portfolio.if you know plz reply.
regards
hg
garch
Moderators: EViews Gareth, EViews Moderator
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 2 guests