How to choose between GARCH and EGARCH?

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johnplacid
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Joined: Fri Sep 16, 2016 4:51 pm

How to choose between GARCH and EGARCH?

Postby johnplacid » Sun Sep 18, 2016 4:13 am

Hello,

Could anyone show me the steps in Eviews 8 to acurately choose between a GARCH or EGARCH model?

Thank you very much.
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