estimate ARFIMA-FIGARCH
Posted: Mon Nov 09, 2015 10:11 am
hi all
EViews 9 can estimate ARFIMA model :D , it would be kind if you integrate the FIGARCH model in the menu of ARCH.
best regrads.
EViews 9 can estimate ARFIMA model :D , it would be kind if you integrate the FIGARCH model in the menu of ARCH.
best regrads.